“Maoning Wang 2016-06-13”版本间的差异
来自cslt Wiki
（以“last week 1. I cannot find (economic or mathematical) theoretical description of LiBin's concrete mean reversion assumption. It seems hard to do hypothesis testing....”为内容创建页面） |
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last week | last week | ||
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1. I cannot find (economic or mathematical) theoretical description of LiBin's concrete mean reversion assumption. It seems hard to do hypothesis testing. | 1. I cannot find (economic or mathematical) theoretical description of LiBin's concrete mean reversion assumption. It seems hard to do hypothesis testing. | ||
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this week | this week | ||
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1.understand how to change the differential equation dS/S=udt+cdx into the example mentioned in the ICASSP 2016 paper. | 1.understand how to change the differential equation dS/S=udt+cdx into the example mentioned in the ICASSP 2016 paper. | ||
2.understand how LiBin changes a learning algorithm into an OLP algorithm. | 2.understand how LiBin changes a learning algorithm into an OLP algorithm. | ||
2016年6月13日 (一) 02:10的最后版本
last week
1. I cannot find (economic or mathematical) theoretical description of LiBin's concrete mean reversion assumption. It seems hard to do hypothesis testing.
2. The paper 'SEQUENTIAL MONTECARLO SAMPLING FOR CORRELATED LATENTLONG-MEMORY TIME-SERIES' (ICASSP 2016) studies how to generate random data following models like dS/S=udt+cdx, where dx follows normal distribution.
this week
1.understand how to change the differential equation dS/S=udt+cdx into the example mentioned in the ICASSP 2016 paper.
2.understand how LiBin changes a learning algorithm into an OLP algorithm.
