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1 Markets I: The Ecosystem and Exchange-Traded Markets市场在线 2 Markets II: Rates, FX and Credit市场在线 3 Markets III: Commodities, Energy and Crypto市场在线 4 Quantitative Methods方法在线 5 Derivatives and Volatility衍生品在线 6 Rates, Credit, XVA and Risk利率、信用与风险在线 7 Research Craft: Predictors, Backtests, Measurement, Portfolios研究在线 8 Strategies I: Equities and Futures策略在线 9 Strategies II: Volatility, Relative Value, Macro and the Bank Desks策略在线 10 Microstructure and Execution交易执行在线 11 Market Making and High-Frequency Trading做市在线 12 Machine Learning for Markets机器学习在线 13 Low-Latency Software技术在线 14 Networks, Hardware and Trading Infrastructure技术在线 15 Research, Data and Risk Platforms技术在线 16 The Desk and the Firm公司运营在线 17 The Industry: Firms, Roles and Careers职业发展在线 18 Interviews I: Maths, Probability and Speed职业发展在线 19 Interviews II: Markets, Trading Games and the Final Round职业发展在线 20 Interviews III: Code职业发展在线

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Earth and Space Sciences · 术语表

什么是 Damped least squares, trade-off curve？

又称： damped least squares · trade-off curve

Definition 1.12 University Earth and Space Sciences — Year 3 · 第 1 章 — Seismology and Earth Imaging

For a damping parameter $\varepsilon > 0$ , the damped least squares estimate is the model that minimises

\Phi_\varepsilon(\mathbf m) = \chi^2(\mathbf m) + \varepsilon^2\|\mathbf m\|^2 , \qquad \mathbf m_\varepsilon = \left(\mathsf N + \varepsilon^2\mathsf I\right)^{-1} \mathsf G^{\mathsf T}\mathsf C_d^{-1}\mathbf d .

The trade-off curve is the curve traced, as $\varepsilon$ varies, by the pair (size of the model $\|\mathbf m_\varepsilon\|$ , misfit $\chi^2(\mathbf m_\varepsilon)$ ): small damping fits the data closely with a large, rough model, large damping gives a small model and a poor fit.

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