“Maoning Wang 2016-07-18”版本间的差异
来自cslt Wiki
（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） |
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| 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)": |
| − | + | (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" | |
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| − | + | ||
| − | (2)extend the method on "covariance matrix" to that on "T_k, the autocovariance | + | |
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| − | 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.
