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テーマ: 日本株市場におけるコーディング・金融数理を用いた分析
日付: 2026-06-08
- 根拠:
IMFワーキングペーパー（2025）が記録するとおり、日銀のLSAP縮小後に40年債利回りは+181bpと急騰した。YCC下では人為的に抑制されていたデュレーション感応度ファクターが、正常化後は欧米市場と同様に機能し始める「体制転換後の初期ウィンドウ」にある。この転換期に特有のファクター有効性を検証する意義が高い。 ...
auto-research
domain:finance
factor-investing
hypothesis
japanese-equities
market-efficiency
github-actions[bot]
html body !--StartFragment-- html head /head body h2 Description /h2 p Add a dedicated login input schema for the future
authentication flow. /p p This issue must add only the schema and its unit tests. ...
Pavel404-dev
テーマ: 日本株市場におけるコーディング・金融数理を用いた分析
日付: 2026-06-08
- 根拠:
東証を対象にしたHawkesプロセス実証研究（NIH 2024）で取引の自己励起性と外生ショックの分離が実証されている。GARCHが日次収益率の二乗を観測するのに対しHawkesは注文到着の時間クラスタリングを直接捉え、日中リスクの計測粒度・解像度が根本的に異なる。YCC廃止後の日銀政策サプライズの影響がより非連続・離散的になっており、点過程モデルの優位性が高まっている。 ...
auto-research
domain:finance
high-frequency
hypothesis
market-microstructure
risk-management
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SoundGuyAzure
Describe the bug
Found with Ollama (external). I had an ip address change. If you click to edit the instance, nothing pops up for an
earily long amount of seconds. Like 4-5 seconds?
Expected behavior ...
bug
maximx1
Contexto
Encapsular o acesso ao Supabase em src/repository.py. A camada de negócio nunca deve conhecer o cliente Supabase
diretamente — isso facilita testes (com mock) e troca de banco no futuro.
Depende ...
backend
erickcmendes
Add error handling for file creation and writing in aider-issue.ps1
What
Add error handling to aider-issue.ps1 for file creation and write operations on the temporary file used to pass PR body
content. ...
ai-suggested
local-14b
muffin @ pi-screen in ~/ElyHa on git:main x [5:23:22]
$ ./LaunchWebUI.sh [ElyHa] Launching Web GUI with db: ./data/dev.db [ElyHa] Open: http://192.168.2.73:8765/ [ElyHa]
Active config profile: default ...
Somiona
Getting Started with GitHub Copilot
img alt= original github octocat src= https://octodex.github.com/images/original.png align= left height= 80px /
👋 Hey there @Elimarp25! Welcome to your Skills exercise! ...
Describe the bug
gh run list --repo kagenti/kagenti --workflow E2E K8s 1.35.0 (Kind) is failing.
This workflow has been failing for at least 18 days.
This is why we have a red error on our badge for ...
kind/bug
esnible
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Learn how you can use GitHub Issues to plan and track your work.
Save views for sprints, backlogs, teams, or releases. Rank, sort, and filter issues to suit the occasion. The possibilities are endless.Learn more about GitHub IssuesProTip! Restrict your search to the title by using the in:title qualifier.