蚂蚁算法的投资组合模型

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• 转移概率是马尔可夫链中的重要概念，若马氏链分为m个状态组成，历史资料转化为由这m个状态所组成的序列。从任意一个状态出发，经过任意 -marketreflections- ♂ (6007 bytes) () 08/04/2011 postreply 18:52:38

• vol map http://www.aqumin.blogspot.com/ GLD and GDX ETFS’ are t -marketreflections- ♂ (84 bytes) () 08/04/2011 postreply 20:26:01

• PIMCO01 Investment Grade Corporate Bond ETF (NYSE: CORP ) -marketreflections- ♂ (10781 bytes) () 08/05/2011 postreply 08:06:40

• vol map tradingblock.com high beta name Tim Biggam -marketreflections- ♂ (2352 bytes) () 08/05/2011 postreply 13:54:01

• 徐卫国 美联储的量化宽松政策目的就是为了压制欧央行不能任意扩大货币基数的先天不足，但欧洲经过欧债危机连续2年的思想碰撞，已经通过 -marketreflections- ♂ (8643 bytes) () 08/05/2011 postreply 17:35:13

• ta001 A cluster of November 2010 intra-day lows were SPX 1173-11 -marketreflections- ♂ (68812 bytes) () 08/05/2011 postreply 14:04:51

• job report economist01 David Semmens -marketreflections- ♂ (1232 bytes) () 08/05/2011 postreply 14:44:43

• check01 blogs.wsj.com/economics/ -marketreflections- ♂ (48640 bytes) () 08/05/2011 postreply 14:56:37

• trader01 Rick Bensignor look at the last six months of price act -marketreflections- ♂ (24313 bytes) () 08/05/2011 postreply 15:35:21

• round top or bottom, retail in and out, not contributing -marketreflections- ♂ (71 bytes) () 08/05/2011 postreply 15:38:07

• check01 morelivers.blogspot.com Risk transfer from the periphery -marketreflections- ♂ (354 bytes) () 08/05/2011 postreply 15:56:08

• 瑞利散射 白云是由大气中的水滴组成的，由于这些水滴的半径与可见光的波长相比已不算很小，瑞利散射不再适用，这样，水滴产生的散射与波 -marketreflections- ♂ (9898 bytes) () 08/06/2011 postreply 15:49:53

• 在光学性质完全均匀的物质中，由于物质的原子性结构而存在着的不均匀性远小于波长，可略去不计，故光的散射作用不应该发生，但实际上甚至 -marketreflections- ♂ (470 bytes) () 08/06/2011 postreply 15:53:19

• 散射过程最主要的特点是散射粒子的波函数，一般来说，在无穷远处并不为零。而且，入射粒子的能量通常是给定的。散射粒子在无穷元处的波函 -marketreflections- ♂ (2052 bytes) () 08/06/2011 postreply 16:11:28

• 对应连续谱的波函数ψE(x)，数学上可按狄拉克的δ函数规格化 -marketreflections- ♂ (2290 bytes) () 08/06/2011 postreply 16:17:42

• 无机化学01 光电子能谱上的峰对应于从分子不同能级上发射出来的光电子的动能 -marketreflections- ♂ (1200 bytes) () 08/06/2011 postreply 16:33:50

• 警报器也使用白噪声,對所有時間其平均值為零的隨機過程，並且它的自相關函數是狄拉克δ函數，有無限大的功率,信號在各個频段上的功率是 -marketreflections- ♂ (76962 bytes) () 08/06/2011 postreply 16:43:53

• 狄拉克δ函数01 连续谱的本征波函数可以规格化为8函数 -marketreflections- ♂ (2275 bytes) () 08/06/2011 postreply 16:53:47

• 狄拉克δ函数01 是某种分布按参数取极限的过程 -marketreflections- ♂ (4740 bytes) () 08/06/2011 postreply 16:59:18

• 平面波01. 本征值p r. 连续取值，构成连续谱:归到Dirac的δ 函数（即δ 归一化，也可叫“规格化”）. 考虑积分： . -marketreflections- ♂ (4644 bytes) () 08/06/2011 postreply 17:05:59

• 理想的白噪声具有无限带宽，因而其能量是无限大,"平面波白噪声" -marketreflections- ♂ (387 bytes) () 08/06/2011 postreply 17:09:31

• 白噪声像收音机的空白频段，粉红则像电视机空白段的声音，红噪音则像大海……红噪音还是比较好听的…= = 还有就是这些噪音的频段不同 -marketreflections- ♂ (161 bytes) () 08/06/2011 postreply 17:13:39

• 三種顏色均重疊的部分則呈現白色:人眼视觉特性 从空间频率域来看，人眼是一个低通型线性系统，分辨景物的能力是有限的。由于瞳孔有一定 -marketreflections- ♂ (6777 bytes) () 08/06/2011 postreply 17:18:39

• 通信原理经典讲义01 白高斯噪声通过某带通或低通型线性系统H ( f ) 后的输出是0 ,均值平稳高斯过程,功率（方差）为σ2 -marketreflections- ♂ (1555 bytes) () 08/06/2011 postreply 17:29:33

• whitenoise01 随机过程一般都是二阶矩过程，这种随机过程一般都只涉及其均值函数和相关函数的讨论，白噪声的相关函数只有在 -marketreflections- ♂ (18217 bytes) () 08/06/2011 postreply 17:40:27

• 随机过程01 研究随机过程的一个重要切入点是研究一个随机过程的数字特征（有限维分布一般很难求得），数字特征主要包括数学期望、相关 -marketreflections- ♂ (313 bytes) () 08/06/2011 postreply 17:42:52

• 中国科学院随机过程讲义 严平稳随机过程，只有它二阶矩存在时，它才是宽平稳过程 -marketreflections- ♂ (1757 bytes) () 08/06/2011 postreply 17:44:30

• 神经网络简介 积分的下极限有效的取为 ，使得Dirac delta 函数 的拉普拉斯变换等于1;白噪声,自相關函數是狄拉克δ函數 -marketreflections- ♂ (19329 bytes) () 08/06/2011 postreply 17:48:54

• 希尔伯特条件 多层分割的区域上寻求这样一种分区全纯函数，它在一部分边界上满足黎曼条件，而在另外的边界上满足希尔伯特条件 -marketreflections- ♂ (4488 bytes) () 08/06/2011 postreply 18:03:23

• 积分的“全空间”本身就是时间t的函数的话，那就有一个问题，即如果空间的大小是时间的函数的话，那空间的度规也必然是时间t的函数了吧 -marketreflections- ♂ (36606 bytes) () 08/06/2011 postreply 18:27:44

• 散射都是二階段過程（second-order process）──先吸收光元躍遷到一中介能階（所謂「虛能 -marketreflections- ♂ (2200 bytes) () 08/06/2011 postreply 20:30:34

• 量子电动力学 由于不确定关系，真空不是对应“零”，而是“正”和“负”之间“来回振荡”，其平均值为零，但方差均值并不为零，通常所说 -marketreflections- ♂ (16941 bytes) () 08/06/2011 postreply 20:37:21

• 江兴流提出的涡旋动力学（Vortex Dynamics）模型。涡旋动力学模型的主要论点在于：局域瞬态非平衡体系产生涡旋，而涡旋的 -marketreflections- ♂ (1901 bytes) () 08/06/2011 postreply 20:53:13

• 量子场论01 作用量 粒子世界线在时空中的长度，具有庞加莱对称性和参数变换对称性;从现在的观点来说，只有两种对象：有限自由度的系 -marketreflections- ♂ (28209 bytes) () 08/06/2011 postreply 21:14:35

• 质量必定受到对称性的约束,质量公式中的参数和微扰质量矩阵的表示。可是可是像往常所有时候一样，留有参数待定。至于这些待定的参数缘何 -marketreflections- ♂ (5366 bytes) () 08/06/2011 postreply 21:31:16

• 张茉楠：旧增长模式失灵 全球变革已无退路 growthmodel01 -marketreflections- ♂ (6237 bytes) () 08/07/2011 postreply 11:05:05

• ecbmodel01 1998年成立的欧洲央行其首要的货币政策目标是维持物价稳定，次要目标才是促进高水平就业和可持续、非通胀性的 -marketreflections- ♂ (4558 bytes) () 08/07/2011 postreply 11:10:42

• 回复：whitenoise01 随机过程一般都是二阶矩过程，这种随机过程一般都只涉及其均值函数和相关函数的讨论，白噪声的相关函数 -marketreflections- ♂ (6791 bytes) () 08/07/2011 postreply 11:21:32

• 高通或低通滤波器无法轻易滤除的噪声很多，最常见的就是白噪声。白噪声在整个频谱内每个频点的能量为常数，且基本恒定，不管对信号进行低 -marketreflections- ♂ (5671 bytes) () 08/07/2011 postreply 11:41:35

• gs01 on italy ecb -marketreflections- ♂ (54229 bytes) () 08/07/2011 postreply 12:10:48

• check01 morelivers.blogspot.com/ 從量子物理的觀點，光的散射都是二階段過程（second-ord -marketreflections- ♂ (1810 bytes) () 08/07/2011 postreply 12:42:36

• physics01 www.scu.edu.tw/physics/teacher/ytliu/book/quantum/7-2. -marketreflections- ♂ (2119 bytes) () 08/07/2011 postreply 12:46:51

• Niederhoffer computational neuroscience We see what’s happening -marketreflections- ♂ (8196 bytes) () 08/07/2011 postreply 16:51:09

• risk01 a general increase in risk premia and volatility -marketreflections- ♂ (5753 bytes) () 08/07/2011 postreply 17:06:39

• risk01 liken cash to a call option on uncertainty whether our es -marketreflections- ♂ (4415 bytes) () 08/07/2011 postreply 17:20:51

• check01 www.economonitor.com/ -marketreflections- ♂ (78 bytes) () 08/07/2011 postreply 21:00:28

• whitenoise01 VIX popped more than 6.5% in only a few minutes. A -marketreflections- ♂ (6115 bytes) () 08/07/2011 postreply 21:10:19

• whitenoise01 Adam Warner 08072011 August futures (bet on vix cas -marketreflections- ♂ (3893 bytes) () 08/07/2011 postreply 21:27:58

• whitenoise01 The VIX hit 80 during the peak of the 2008 financia -marketreflections- ♂ (2355 bytes) () 08/07/2011 postreply 21:36:28

• vix01 STEVEN M. SEARS Michael Schwartz, Oppenheimer & Co.'s chie -marketreflections- ♂ (14716 bytes) () 08/07/2011 postreply 21:44:55

• whitenoise01 vix=48 arrived at last year, during the 21 May 2010 -marketreflections- ♂ (3398 bytes) () 08/07/2011 postreply 21:58:22

• whitenoise01 Monthly Trading Report (July 2011) -marketreflections- ♂ (188 bytes) () 08/07/2011 postreply 22:08:44

• 一阶和二阶过程的原理: 从数学上讲，一个连续过程的阶次等同于该过程的控制方程中微分算子的个数 -marketreflections- ♂ (4819 bytes) () 08/08/2011 postreply 10:57:33

• 一阶、二阶系统的瞬态响应 -marketreflections- ♂ (1987 bytes) () 08/08/2011 postreply 11:06:18

• 典型的二阶系统过渡过程通常表现为欠阻尼、. 过阻尼以及临界阻尼三种形式。我们可以通过改变. 系统的参数M, C, K 调节底层运 -marketreflections- ♂ (1372 bytes) () 08/08/2011 postreply 12:27:11

• check01 Peter Tchir 阻尼 在电学中，差不多就是响应时间的意思 ;在机械物理学中，系统的能量的减小——阻尼振动 -marketreflections- ♂ (7237 bytes) () 08/08/2011 postreply 16:03:01

• check01 Peter Tchir even down 14 points on the SPX, the market f -marketreflections- ♂ (7759 bytes) () 08/08/2011 postreply 16:12:11

• check01 Reggie Middleton Armageddon Put Trade watching for a Fre -marketreflections- ♂ (25808 bytes) () 08/08/2011 postreply 16:21:00

• check001 boombustblog.com/BoomBustBlog/Trading-the-US-Treasury-D -marketreflections- ♂ (214 bytes) () 08/08/2011 postreply 16:29:49

• check001 ReggieMiddleton there’s still a plausible case for 10Y -marketreflections- ♂ (15182 bytes) () 08/08/2011 postreply 16:35:07

• check01 BarclayHedge/TrimTabs www.indexuniverse.com/sections/fea -marketreflections- ♂ (6890 bytes) () 08/08/2011 postreply 21:08:35

• hedge01 Spengler I consider this a liquidity event like 1987 rat -marketreflections- ♂ (15075 bytes) () 08/08/2011 postreply 21:21:37

• check01 riskpremium01 doug kass the ratio between normalized ea -marketreflections- ♂ (16220 bytes) () 08/09/2011 postreply 17:29:25

• check01 MacroStory.com The pattern is a series of rallies some r -marketreflections- ♂ (5656 bytes) () 08/08/2011 postreply 21:53:28

• They have succeeded in repealing the Glass-Steagall Act on Nov 1 -marketreflections- ♂ (9216 bytes) () 08/09/2011 postreply 08:45:09

• gold parabolic: Greenspan Gold stands in the way of this insidio -marketreflections- ♂ (10568 bytes) () 08/09/2011 postreply 13:50:07

• Frank Holmes gold love trade east trade fear trade -marketreflections- ♂ (6375 bytes) () 08/09/2011 postreply 14:03:05

• check01 Russ Certo creditors are thinking as they are spending r -marketreflections- ♂ (3822 bytes) () 08/09/2011 postreply 14:26:38

• physical economy, slow growth; financial economy broken,The mil -marketreflections- ♂ (5262 bytes) () 08/09/2011 postreply 14:49:08

• air pocket or gap: no resistence or support, thin trade:index ha -marketreflections- ♂ (30004 bytes) () 08/09/2011 postreply 15:20:42

• For the moment the best measure of the cost of capital is gold. -marketreflections- ♂ (180587 bytes) () 08/09/2011 postreply 15:40:10

• short complacency, and long energy/geopolitical plays,which I do -marketreflections- ♂ (13666 bytes) () 08/09/2011 postreply 15:55:07

• check01 Bob Pisani Also: the Fed has "punted" stimulus discussio -marketreflections- ♂ (10638 bytes) () 08/09/2011 postreply 17:15:41

• check01 Simon Hallett mutual-fund investors have had a split per -marketreflections- ♂ (6613 bytes) () 08/09/2011 postreply 17:40:03

• check01 jim bianco John Mauldin Global Capital Shift Is Accelera -marketreflections- ♂ (2788 bytes) () 08/09/2011 postreply 17:43:26

• check01 paul.kedrosky.com ecb balance sheet not expanded, compar -marketreflections- ♂ (16228 bytes) () 08/09/2011 postreply 18:30:26

• check01 kitco.com CFTC Commodity Futures Trading Commission’s we -marketreflections- ♂ (5833 bytes) () 08/09/2011 postreply 18:38:09

• gold Christopher Barker Jim Sinclair -marketreflections- ♂ (16336 bytes) () 08/09/2011 postreply 18:50:17

• gold01 usd01 ratio of paper gold to physical gold (45:1) to the -marketreflections- ♂ (7532 bytes) () 08/10/2011 postreply 14:40:56

• in 2008, we would note a significant difference: gold was fallin -marketreflections- ♂ (9069 bytes) () 08/10/2011 postreply 15:11:46

• Blow-off top? Swissy Goes Parabolic -marketreflections- ♂ (334 bytes) () 08/10/2011 postreply 15:20:31

• Flakmeister $2500 may be for real, but there is a host of new l -marketreflections- ♂ (638 bytes) () 08/10/2011 postreply 17:45:09

• TA01 reached the 20-day moving average on the first attempt, but -marketreflections- ♂ (2335 bytes) () 08/11/2011 postreply 10:50:20

• “Gold VIX” (GVZ) “benchmark barometer of the U.S. Debt Super Com -marketreflections- ♂ (21032 bytes) () 08/11/2011 postreply 05:13:01

• vix01 expiration quickly approaching for VIX options and future -marketreflections- ♂ (889 bytes) () 08/11/2011 postreply 08:06:20

• Martin Fridson，美国高收益债券市场现在把衰退的几率定在了30%，而且还在上升中,没有可用的杠杆能够改变这个几率 -marketreflections- ♂ (2171 bytes) () 08/10/2011 postreply 14:49:44

• capital01 An introduction to capital markets: products, strategi -marketreflections- ♂ (656 bytes) () 08/11/2011 postreply 09:24:51

• eurobank01 european (especially French) banks pretty much found -marketreflections- ♂ (62240 bytes) () 08/11/2011 postreply 09:38:51

• credit01 Michael Shaoul,Credit cycles have tremendous momentum, -marketreflections- ♂ (580 bytes) () 08/11/2011 postreply 09:58:48

• gold01 traderrog.wordpress.com/ -marketreflections- ♂ (230 bytes) () 08/10/2011 postreply 15:00:09

• gold01 www.jsmineset.com www.TraderDan.net -marketreflections- ♂ (14706 bytes) () 08/09/2011 postreply 19:00:14

• trader001 Kathy Boyle Nicholas Colas suckerrally01 Once it rall -marketreflections- ♂ (15797 bytes) () 08/10/2011 postreply 12:07:35

• check01 "tobias levkovich cost of capital" -marketreflections- ♂ (193 bytes) () 08/10/2011 postreply 12:33:45

• bank01 Fred Cannon Richard Bove low rate structure 'helicopter B -marketreflections- ♂ (28306 bytes) () 08/10/2011 postreply 14:20:59

• eurobanks01 Steve Slater The ECB's use of repurchase operations, -marketreflections- ♂ (19974 bytes) () 08/10/2011 postreply 15:28:34

• gold01 gold to get back to prior highs in inflation- adjusted t -marketreflections- ♂ (35664 bytes) () 08/10/2011 postreply 15:44:09

• check01 ibankcoin.com/ -marketreflections- ♂ (64 bytes) () 08/10/2011 postreply 16:18:37

• eurobank01 Bruce Krasting Chris Whalen french 15% of us mmf -marketreflections- ♂ (83354 bytes) () 08/10/2011 postreply 16:28:51

• eurobank01 www.voxeu.org The debt fears reach the core -marketreflections- ♂ (8787 bytes) () 08/11/2011 postreply 12:07:55

• economist01 Stephen King Mike Dolan macro01 Bretton Woods II. -marketreflections- ♂ (7375 bytes) () 08/11/2011 postreply 05:29:19

• fx01 Robert Sinche The volatility will move on to the equities -marketreflections- ♂ (23798 bytes) () 08/11/2011 postreply 06:11:55

• fx01 Adarsh Sinha When the slowdown spreads to the rest of the w -marketreflections- ♂ (14248 bytes) () 08/11/2011 postreply 06:22:07