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ujfjhz / FFFF

Free-software For Financial Freedom.
GNU General Public License v2.0
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maximum entropy model #13

Closed ujfjhz closed 8 years ago

ujfjhz commented 8 years ago

for portfolio management and price prediction

ujfjhz commented 8 years ago

About portfolio selection: http://orsc.edu.cn/online/120705.pdf which introduce entropy and history of mean-variance

ujfjhz commented 8 years ago

uncertainty theory

ujfjhz commented 8 years ago

maximize return of the portfolio as well as minimize the risk

ujfjhz commented 8 years ago

最大熵原理在不完全信息博弈中的应用 最大熵原理在不完全信息博弈中的应用.pdf

ujfjhz commented 8 years ago

最大熵原理在证券投资组合中的应用研究 http://doc.mbalib.com/view/0d8c3404081f984d9cb667c5e4714dd6.html

ujfjhz commented 8 years ago

we've finished maximum entropy modelling for portfolio selection using R. and we can use scipy.optimize.minimize to find the root too.

ujfjhz commented 8 years ago

最大熵理论是利用已知来面对未知的理论，简洁优雅，意义巨大！