“Maoning Wang 2016-07-11”版本间的差异

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2016年7月11日 (一) 01:31的最后版本

last week:

1.test different 'k' (data shift value for self/cross-correlation) for PA algorithm

this week:

1.theoretical analysis on PA algorithm:

(1)the effect of "lsqlin"

(2)average: reduce the variance?

(3)1/x_t V.S. positive investment