Maoning Wang 2016-07-04

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last week:

1.analyze LiBin's PA algorithm:

(1) the solutions of PA in closed form correspond to [LM1990]

(2) a way to improve the algorithm may be to choose a suitable 'k' in eq3.4 in [LM1990] .

2.analyze LiBin's MA algorithm:

(1) derive the expression of E(\sum w_t x_t), where w_t,i=1/x_(t-1),i - 1/x_(t-1),m

(2) consider the relationship between MA algorithm and positive w in [LM1990] test: for constant 'k', the expected return varies as time goes on.

this week:

1.test the possible improvement of PA algorithm in OLPS_matlab