Maoning Wang 2016-06-20
来自cslt Wiki
last week:
1.learn about Stochastic Difference Equation; consider how to model with SDE in the scenario of online portfolio selection
this week:
1.read the paper "where are contrarian profits due to stock market overreaction"
2.parameter estimation of the revised model used by LiBin/SDE
3.upper/lower bound of Passive Aggressive Mean Reversion algorithm
