Implement Minerva
danalex97 opened this issue · comments
- Understand Beta @ Cubic
- Implement Minerva
a) Computation of r_i w/ EWMA
b) w_i update rule
c) Utility computation (using MPC)
d) Adjust Beta to Beta' @ Cubic
Basic version is done. We need to:
- solve issue #33
- add RMPC to backend
Done.