Maoning Wang 2016-07-18
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
1.read "Introduction to Evolutionary Computing"and prepare for the presentation on July 26.