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188 changes: 47 additions & 141 deletions MyIA.AI.Notebooks/GameTheory/GameTheory-01-Setup-Python.ipynb

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},
"tags": []
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"outputs": [],
"source": [
"## 10. Tranche 2 — Graphe des swaps via QuikGraph (moteur .NET natif)\n",
"\n",
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},
{
"cell_type": "markdown",
"execution_count": null,
"id": "interpret-correlated-eq-aumann",
"metadata": {
"papermill": {
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},
"tags": []
},
"outputs": [],
"source": [
"### Lecture : equilibre correle et transparence comme mediator\n",
"\n",
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},
{
"cell_type": "markdown",
"execution_count": null,
"id": "exo-4-payoff-self-v2",
"metadata": {
"papermill": {
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},
"tags": []
},
"outputs": [],
"source": [
"### Exercice 4 -- `payoff_self_v2` : heuristique non-triviale (follow-up REPAIR c.997)\n",
"\n",
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},
{
"cell_type": "markdown",
"execution_count": null,
"id": "4f666678",
"metadata": {
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},
"tags": []
},
"outputs": [],
"source": [
"### Interpretation des gains feedback (corrige c.767)\n",
"\n",
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},
{
"cell_type": "markdown",
"execution_count": null,
"id": "62d23faf",
"metadata": {
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},
"tags": []
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"outputs": [],
"source": [
"### Interpretation : Dynamique du jeu LQ et feedback Nash\n",
"\n",
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},
{
"cell_type": "markdown",
"execution_count": null,
"id": "960931b2",
"metadata": {
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},
"tags": []
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"outputs": [],
"source": [
"## 5. Stackelberg Dynamique\n",
"\n",
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},
{
"cell_type": "markdown",
"execution_count": null,
"id": "6a573be0",
"metadata": {
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},
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"outputs": [],
"source": [
"### 5.3 De l'equilibre statique au jeu dynamique\n",
"\n",
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},
{
"cell_type": "markdown",
"execution_count": null,
"id": "0e622384",
"metadata": {
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},
"tags": []
},
"outputs": [],
"source": [
"### Interpretation : pourquoi le \"dynamique\" etait degenere, et ce que le cout d'ajustement change\n",
"\n",
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},
{
"cell_type": "markdown",
"execution_count": null,
"id": "d035d313",
"metadata": {
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},
"tags": []
},
"outputs": [],
"source": [
"### Interpretation visualisee : un vrai dynamique\n",
"\n",
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"- **Bardi, M. & Capuzzo-Dolcetta, I. (1997).** *Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations.* Birkhauser. -- **référence historique sur la théorie de viscosité appliquée au contrôle optimal**, conditions aux limites, approximation par schéma numérique, conditions de Dirichlet. **Prérequis numérique** du carnet 14 (les résolutions reposent sur le schéma explicite de Bellman, valide en viscosité).\n",
"- **Fleming, W. H. & Rishel, R. W. (1975).** *Deterministic and Stochastic Optimal Control.* Springer. -- **référence fondatrice** sur les fonctions valeur en contrôle optimal, théorie de sélection mesurable, décomposition en problèmes local-globaux. **Prérequis épistémique** du carnet 14 (ce qu'Isaacs 1965 suppose implicitement sur la régularité des fonctions valeur).\n",
"\n"
],
"attachments": []
]
},
{
"cell_type": "markdown",
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},
{
"cell_type": "markdown",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"### 8.4 — Le tranchant : walk-forward multi-régimes sur le moteur cloud (2026-10-07)\n",
"\n",
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"- Comprehension des arbres de decision et bagging\n",
"\n",
"## Duree estimee: 45 minutes"
],
"execution_count": null,
"outputs": []
]
},
{
"cell_type": "code",
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"metadata": {},
"source": [
"## 1. Chargement des Données"
],
"execution_count": null,
"outputs": []
]
},
{
"cell_type": "code",
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"**A ne pas faire** : re-fenetrer explicitement sur 2020-2024 tant que l'issue #8734 n'est pas resolue - les donnees equity locales s'arretent au 2021-03-31 et Lean les prolonge en constante via `fillDataForward=True`, ce qui produirait ~3 ans de plat (l'artefact a l'origine des 100 % de direction accuracy en #8719). La fenetre reculee est, par accident, la raison pour laquelle ce notebook a des donnees reelles.\n",
"\n",
"**Reste a faire** (garde par #6891, creds QC Cloud requises) : une re-execution via QC Cloud ajoutera la ligne `Fenetre effective:` imprimee par le code, sur le modele de ML-DeepLearning (#8770). En attendant, cette divulgation documentaire assure l'honnetete interimaire.\n"
],
"execution_count": null,
"outputs": []
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## 2. Feature Engineering"
],
"execution_count": null,
"outputs": []
]
},
{
"cell_type": "code",
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"metadata": {},
"source": [
"## 3. Preparation des Données d'Entrainement"
],
"execution_count": null,
"outputs": []
]
},
{
"cell_type": "code",
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"metadata": {},
"source": [
"## 4. Entrainement Random Forest"
],
"execution_count": null,
"outputs": []
]
},
{
"cell_type": "code",
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"metadata": {},
"source": [
"## 5. Feature Importance"
],
"execution_count": null,
"outputs": []
]
},
{
"cell_type": "code",
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"metadata": {},
"source": [
"## 6. Matrice de Confusion"
],
"execution_count": null,
"outputs": []
]
},
{
"cell_type": "code",
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"metadata": {},
"source": [
"## 7. Hyperparameter Tuning"
],
"execution_count": null,
"outputs": []
]
},
{
"cell_type": "code",
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"metadata": {},
"source": [
"## 8. Walk-Forward Validation"
],
"execution_count": null,
"outputs": []
]
},
{
"cell_type": "code",
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"metadata": {},
"source": [
"## 9. Backtest de la Stratégie"
],
"execution_count": null,
"outputs": []
]
},
{
"cell_type": "code",
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"- **Memoire**: Stocke tous les arbres\n",
"- **Extrapolation**: Mauvais sur données hors distribution d'entrainement\n",
"- **Lag**: Les decisions basees sur les features passees peuvent etre en retard"
],
"execution_count": null,
"outputs": []
]
}
],
"metadata": {
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