“Maoning Wang 2016-07-18”版本间的差异

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(以“last week: 1.learn about the trading platform uqer/ricequant/quantopian 2.two possible ways to apply the method in "Robust Portfolio Optimization (NIPS 2015)":...”为内容创建页面)
 
 
第3行: 第3行:
 
1.learn about the trading platform uqer/ricequant/quantopian
 
1.learn about the trading platform uqer/ricequant/quantopian
  
2.two possible ways to apply the method in "Robust Portfolio Optimization (NIPS  
+
2.two possible ways to apply the method in "Robust Portfolio Optimization (NIPS 2015)":
  
2015)":
+
(1)change "log-optimal portfolio strategy" to "Markowitz-type portfolio strategy in growth rate" [OV2007]
  
(1)change "log-optimal portfolio strategy" to "Markowitz-type portfolio
+
(2)extend the method on "covariance matrix" to that on "T_k, the autocovariance matrice"
 
+
strategy in growth rate" [OV2007]
+
 
+
(2)extend the method on "covariance matrix" to that on "T_k, the autocovariance  
+
 
+
matrice"
+
  
 
3.learn about Evolutionary Computing via video lectures
 
3.learn about Evolutionary Computing via video lectures
第19行: 第13行:
 
this week:
 
this week:
  
1.read "Introduction to Evolutionary Computing"and prepare for the presentation  
+
1.read "Introduction to Evolutionary Computing"and prepare for the presentation on July 26.
 
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on July 26.
+

2016年7月17日 (日) 18:36的最后版本

last week:

1.learn about the trading platform uqer/ricequant/quantopian

2.two possible ways to apply the method in "Robust Portfolio Optimization (NIPS 2015)":

(1)change "log-optimal portfolio strategy" to "Markowitz-type portfolio strategy in growth rate" [OV2007]

(2)extend the method on "covariance matrix" to that on "T_k, the autocovariance matrice"

3.learn about Evolutionary Computing via video lectures

this week:

1.read "Introduction to Evolutionary Computing"and prepare for the presentation on July 26.