引用:
原帖由 futfuk 於 2009-3-25 10:58 AM 發表 
assume it's mean reversion
expected value of the vector that contains the factor at time t+1 = the factors at time t + noise
problem solved :smile_46:
Your assumption on the noise is not necessarily correct
According to our cultural data, the world is more and more open that the moral impact/contribution will decay
At the end, the number of hypocrites will decay
It's like N_hypocrite(t) = exp(-t bunch of positive parementers) + constant + coefficients x white noise
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本帖最後由 chefung 於 2009-3-25 11:02 AM 編輯 ]
