The Discrete Cosine Transform can be implemented in a computationally efficient manner with stage I, the input signal is第一级滑动离散馀弦变换能够以高计算效率实现,将输入信号变换为一个由互不相关变量组成的对应信号。
The idea was to find assets that were uncorrelated with traditional holdings, a move that should improve the risk-reward其概念就是投资到与传统资产没有相关性的资产,以提高资产组合的风报交换。