“Maoning Wang 2016-06-20”版本间的差异

2016年6月20日 (一) 00:59的最后版本

last week:

1.learn about Stochastic Difference Equation; consider how to model with SDE in the scenario of online portfolio selection

this week:

1.read the paper "where are contrarian profits due to stock market overreaction"

2.parameter estimation of the revised model used by LiBin/SDE

3.upper/lower bound of Passive Aggressive Mean Reversion algorithm