Parameter Tuning : LiuYC
===
Procedure
---
- Parameter set : __ALPHA-SLOPE-STD-A_DEC-R_MIN-TAU__
0. Initial parameters trying all seneitivity tests. (Initial parameter set: 0.3-0.4-0.098-1.8-7-0.6 (random around average))
>A_DEC ~~~~~~~~~~~~~~~~~~~~ R_MIN
>
>SLOPE ~~~~~~~~~~~~~~~~~~~~ STD
>
>ALPHA
>
1. Initial parameter set: 0.3-0.4-0.098-1.8-7-0.6 (random around average)
> Tuninng A_DEC : (1.0, 8.7, 0.7)
> 
2. Change A_DEC to 3.8 (smallest of the overlapped)
> Tunning R_MIN : (5.0, 16.0, 1.0)
> 
3. Change R_MIN to 12.0. Different result for when we want the best CAR value. R_MIN values smaller than 12.0 have higher CAR at around T-minus 2.5 while values larger than 12.0 at around T-minus 2.0 .
> Tunning SLOPE : (0.1, 2.3, 0.2)
> 
4. Change SLOPE to 0.9. Values larger than 0.9 are overlapped.
> Tunning STD : (0.01, 0.23, 0.02)
> 
5. Change STD to 0.11 which has the highest CAR at around 3 while not dropping it at around T-minus 2.0 . STD values from 0.01 to 0.07 have idinticle CAR curve.
> Tuning ALPHA : (0.1, 2.3, 0.2)
> 
5. Final parameter set : 0.3-0.9-0.11-3.8-12.0-0.6
6. Use the tunned parameters to try sensitivity test for all params again then compatr with those using initial parameter sets.
>A_DEC (init)
>
>A_DEC (tuned)
>
>R_MIN (init)
>
>R_MIN (tuned)
>
>SLOPE (init)
>
>SLOPE (tuned)
>
>STD (init)
>
>STD (tuned)
>
>ALPHA (init)
>
>ALPHA (tuned)
>