# 分享Fit an Ornstein–Uhlenbeck process with discrete time series data

As we know, a Brownian motion is usually formulated as $$dx_t = \mu\,dt+\sigma\,dW_t$$ which is the continuous case of a random walk. In some cases, it is quite convenient to use this formulation to describe the characteristic of asset prices due to its highly unpredictable behavior. 继续阅读 »

# 分享JS异步控制流及async实现细节分析(3)

8. series/parallel/parallelLimit async.eachOfSeries(arr, iterator, callback)是对arr中的每一项，调用iterator函数，最终调用callback。也就是说，所有的异步任务都是同一种类型，只是传入的参数不同。例如对于一个目录下的所有文件，统计每个文件的size。 继续阅读 »