Through my project, I learned several lessons, some of them in a pretty hard ways. First, you got to have the passion for your work, no matter you like it or not at the beginning. Without it, you can easily be distracted and the work will be dragged on forever. Second, concentration. Any serious work demands long time of focus. Great discoveries or results, those most likely not so obvious, come to you only after long time of hard thinking. Therefore, one should devote a bulk of time to the work, rather than fragmental slots. Third, use simple models to gain intuitions and insights. You have to think it through before you dive into technical details. If things do not work for the simple models, they can hardly work for more sophisticated models. Fourth, intuition is a crucial aspect of this process. Things that do not make sense are useless. Finally, always document and save results. It is not only for the current project, but rather a quick ramp up for your next similar project.