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attm

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发表于 2015-4-8 15:48 | 显示全部帖子
What software are you running for the monte calo simulation?

回复 1# greatwallmerlin

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attm

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2#
发表于 2015-4-8 15:53 | 显示全部帖子
For 2), what distribution do you use for the markov chain MC simulation? Does the used distribution depend on the matched patterns you found in step 1?

回复 1# greatwallmerlin

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attm

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3#
发表于 2015-4-8 15:55 | 显示全部帖子
Since you only use data going back for 3 days, your analysis can only possibly give short term prediction?

Did it work before? Any backtesting?
回复 1# greatwallmerlin

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attm

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4#
发表于 2015-4-8 17:53 | 显示全部帖子
what are you working now?

I was also graduating from math department of pku.
回复 23# greatwallmerlin

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attm

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5#
发表于 2015-4-9 07:56 | 显示全部帖子
回复 55# greatwallmerlin


童鞋你是北大数院哪一级的？现在哪里发财？

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