[SOLVED] AI M

M

BondAB
LI
InterbankAI
LD
ReservesRe
LO
DerivativeAD
Eq
Portfolio of securitiesAS

Other Invest AOI

ADATF
0-1

3

1
2
3
23td

adaptive expectationsADAtrend following rulesTFadaptive expectationsADA

trend following rulesTF

CRRA

–

Nelder-Mead

n*nBijroldrnew

tt
32

ijiii

SijUU0i0itt+12299%
ij

SjkiiiiRet=2ij

Cp

n*nCijroldrnew

t=1ij

iijt0.1

t=2
313
Re

Jaccard