Maoning Wang 2016-07-18

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.