Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications

Tim Leung is a professional software developer based in England. For the past 12 years, he has specialized in enterprise application development using products from the Microsoft technology stack. In particular, he possesses deep knowledge of the Microsoft.NET Framework and SQL Server. He is an active member of the U.K. developer community and often delivers presentations on technical topics. He is also a chartered member of the British Computer Society. He is passionate about the concept of rapid application development and was awarded the Microsoft Community Contributor Award in 2011 for contributions to the LightSwitch community. Xin Li is Professor at the Cold and Arid Regions Environmental and Engineering Research Institute (CAREERI), Chinese Academy of Sciences (CAS). His primary research interests include land data assimilation, application of remote sensing and GIS in hydrology and cryosphere science, and integrated watershed study. He is currently director of the World Data Center for Glaciology and Geocryology, Chair of the working group on remote sensing of the Chinese Committee for WCRP/CliC and IUGG/IACS, co-chair of the working group on theory and method of the China Association for Geographic Information Systems, and a member of the American Geophysical Union. He is also the secretary of G-WADI Asia established by UNESCO IHP. He has published over 120 journal articles and monographs. He was recipient of the Outstanding Science and Technology Achievement Prize of the CAS in 2005, First Class Science and Technology Progress Prize of Gansu Province, and the Seventh National Award for Young Geographers in 2003.