1. 程式人生 > >量化分析師的Python日記【第4天:一大波金融Library來襲之scipy篇】

量化分析師的Python日記【第4天:一大波金融Library來襲之scipy篇】

Optimization terminated successfully. Current function value: 0.000000 Iterations: 52 Function evaluations: 63 Gradient evaluations: 63Result of minimizing Rosenbrock function via Broyden-Fletcher-Goldfarb-Shanno algorithm: status: 0 success: True njev: 63 nfev: 63 hess_inv: array([[ 0.00726515, 0.01195827, 0.0225785 , 0.04460906, 0.08923649], [ 0.01195827, 0.02417936, 0.04591135, 0.09086889, 0.18165604], [ 0.0225785 , 0.04591135, 0.09208689, 0.18237695, 0.36445491], [ 0.04460906, 0.09086889, 0.18237695, 0.36609277, 0.73152922], [ 0.08923649, 0.18165604, 0.36445491, 0.73152922, 1.46680958]]) fun: 3.179561068096293e-14 x: array([ 1. , 0.99999998, 0.99999996, 0.99999992, 0.99999983]) message: 'Optimization terminated successfully.' jac: array([ 4.47207141e-06, 1.30357917e-06, -1.86454207e-07, -2.00564982e-06, 4.98799446e-07])