利用贝叶斯原理估计混合logit模型的参数，包括主成分分析、因子分析、贝叶斯分析，多目标跟踪的粒子滤波器。- Bayesian parameter estimation principle mixed logit model, Including principal component analysis, factor analysis, Bayesian analysis, Multi-target tracking particle filter.

计算回测程序，多因子选股模型，单因子测试(Calculation of back - test program, multi - factor stock - picking model, the single factor test)

2010-12到2015-6的月末收盘价格的市值与反转因子选股模型。50多个截面的选股策略收益稳定持续。(a 2 factors model for stock selecting)