http://index.cslt.org/mediawiki/index.php?action=history&feed=atom&title=Maoning_Wang_2016-05-23 2026-04-14T14:41:39Z 本wiki的该页面的版本历史 MediaWiki 1.23.3 http://index.cslt.org/mediawiki/index.php?title=Maoning_Wang_2016-05-23&diff=20402&oldid=prev 2016-05-22T17:41:30Z

<p>以“last week: 1.literature review on recent problems in the field of computational finance 2.decide to choose &quot;online portfolio selection&quot; as our starting point 3.re...”为内容创建页面</p> <p><b>新页面</b></p><div>last week:<br /> <br /> 1.literature review on recent problems in the field of computational finance<br /> <br /> 2.decide to choose &quot;online portfolio selection&quot; as our starting point<br /> <br /> 3.read(skim) the survey written by Li Bin<br /> <br /> 4.give a report on &quot;Markowitz's key contribution to portfolio theory&quot;<br /> <br /> this week:<br /> <br /> 1.try to understand &quot;Kelly criterion&quot;, particularly the way that researchers change such an model into algorithms<br /> <br /> 2.find:<br /> <br /> (1) if there is an improved such model with risk/volatility/variance involved; turn it into an algorithm if there is one such model; or, turn the baseline algorithms into those considering risk……<br /> <br /> (2) if there are any methods to give predictions that Kelly criterion can hence apply; or consider &quot;interval estimation&quot; instead of &quot;point estimation&quot; in the prediction methods</div>

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