Study "Bayesian regression and Bitcoin" 学习《贝叶斯回归和比特币》论文（1）
前面我说过，我想研究一下量化投资，看到一篇文章，很感兴趣，文中说采用这种方法投资比特币60天内收益翻一倍，我想研究一下它采用的是什么方法。论文名字是《贝叶斯回归和比特币》，地址为：https://arxiv.org/pdf/1410.1231v1.pdf
原文是英文的，所以我边翻译边学习。
Devavrat Shah Kang Zhang
Laboratory for Information and Decision Systems
Department of EECS
Massachusetts Institute of Technology
[email protected], [email protected]
信息与决策系统实验室-EECS系-麻省理工学院
Abstract—In this paper, we discuss the method of Bayesian regression and its efficacy for predicting price variation of Bitcoin, a recently popularized virtual, cryptographic currency. Bayesian regression refers to utilizing empirical data as proxy to perform Bayesian inference. We utilize Bayesian regression for the so-called “latent source model”. The Bayesian regression for “latent source model” was introduced and discussed by Chen, Nikolov and Shah [1] and Bresler, Chen and Shah [2] for the purpose of binary classification. They established theoretical as well as empirical efficacy of the method for the setting of binary classification.
摘要：本文讨论了最近流行的虚拟加密货币比特币价格变化的贝叶斯回归方法及其有效性。贝叶斯回归是指利用已知数据进行贝叶斯推理的过程。我们使用了一种“潜在源模型”的方法。“潜源模型”贝叶斯回归是用于二分类的，在Chen, Nikolo和Shah [ 1 ]以及Bresler, Chen 和Shah[ 2 ]的论文里有介绍，可参考后面的附录。他们建立了二元分类方法的理论和实践方法。