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<p>以“last week: 1. understanding Kelly Criterion: most online portfolio selection algorithms introduced by LiBin can be interpreted as applications of Kelly Criterion un...”为内容创建页面</p> <p><b>新页面</b></p><div>last week:<br /> <br /> 1. understanding Kelly Criterion: most online portfolio selection algorithms introduced by LiBin can be interpreted as applications of Kelly Criterion under reletively simple assumptions.<br /> <br /> 2.understanding basic perception algorithms: but finally I find LiBin only uses the concept of loss function like \vec{x}\dot\vec{b}-\epsilon...<br /> <br /> 3.test the lib OLPS: <br /> <br /> (1)the best algorithm may be &quot;Online Moving Average Reversion&quot; as shown by their data <br /> <br /> (2)I encounter problems of function 'fetch' in Matlab!<br /> <br /> this week:<br /> <br /> 1.test OLPS with data selected by ourselves<br /> <br /> 2.consider why &quot;Online Moving Average Reversion&quot; performs better</div>

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