cslt Wiki - 用户贡献 [zh-cn]

FIN Status Report 2017-4-17

2017-04-20T04:56:11Z

Rentz：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||
Modify the model architecture to share parameters when extracting features. 
The results shows that the training is right. 

||
1. Investigate the impact of various regularization. 
2. Online learning

|-
| Yuxin Zhang||
Help check code of BullTrader. 
Discuss dfp model and run tests.
||
Help improve the dfp model and run more tests.
|-

|-
| Yaodong Wang||

||
|-
| Tongzheng Ren||Implement baseline. Implement the model.

||Improve the model.

|}

FIN Status Report 2017-4-10

2017-04-12T13:12:46Z

Rentz：以“{| class="wikitable" !People !! Last Week !! This Week |- | Yang Wang|| debug dfp and do some experiments. can control the performance on the training dataset b...”为内容创建页面

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||
debug dfp and do some experiments. 
can control the performance on the training dataset by setting the goal,
but it performs poorly on the testing dataset

||
improve dfp

|-
| Yuxin Zhang||
Develop news web spiders. 
Learn to use BullTrader.
||
Help improve dfp.
|-

|-
| Yaodong Wang|| Wirte the markdown and explore the future contract

|| Continue exploring the future contract
|-
| Tongzheng Ren||Implement volume, run the test.

||Prepare the baseline.

|}

FIN Status Report 2017-4-5

2017-04-06T03:33:54Z

Rentz：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||
release bulltrader 0.1. 

||
test our model and improve it

|-
| Yuxin Zhang||
Learn scrapy and selenium. 
Learn trading in the real world with Yansheng.
||
Learn to use BullTrader.
|-

|-
| Yaodong Wang|| Update new wind data to databases and Write the markdown of code

|| Continue writing the markdown and update data everyday

|-
| Tongzheng Ren||Implement visualize tools

||Improve the performance of dfp

|}

FIN Status Report 2017-4-5

2017-04-06T03:33:45Z

Rentz：以“{| class="wikitable" !People !! Last Week !! This Week |- | Yang Wang|| release bulltrader 0.1. || test our model and improve it |- | Yuxin Zhang|| Learn s...”为内容创建页面

FIN Status Report 2017-3-27

2017-03-30T07:09:39Z

Rentz：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||
release bulltrader 0.1. 

||
test our model and improve it

|-
| Yuxin Zhang||
Did more experiments of ddpg. 
Learn trading in the real world with Yansheng.
||
Develop algorithm for in-day market timing. 
Improve ddpg.
|-

|-
| Yaodong Wang|| Update new wind data to databases and Write the markdown of code

|| Continue writing the markdown and update data everyday

|-
| Tongzheng Ren||Implement some strategies into the toolkit

||Implement the visualization toolkit.

|}

FIN Status Report 2017-3-23

2017-03-23T03:54:36Z

Rentz：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||
refractor the code and build a toolkit bulltrader. 
work in haixia, learn some experience. 

||
tune our model and toolkit.

|-
| Yuxin Zhang||
Try to use Pyalgotrading to test the algorithm. 
Start to develop algorithm for in-day market timing. 
Did more experiments of ddpg.
||
Test the ddpg algorithm with stock selection algorithm. 
Develop algorithm for in-day market timing.
|-

|-
| Yaodong Wang|| Update new wind data to databases and Write the markdown of code

|| Continue writing the markdown and update data everyday

|-
| Tongzheng Ren||Help implement some of the toolkit.

||Help tune the toolkit.

|}

FIN Status Report 2017-3-6

2017-03-09T04:50:23Z

Rentz：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||
train the model with different stock set, which consist of 10 stocks belonging to 10 industries. 
digitize the asset and set it as reward, which makes the training and the target more mathing 
clip the gradients, which stabilizes the training 
randomize the goal. Its impact remains to be seen 

||
do more test

|-
| Yuxin Zhang||
Try to use Pyalgotrading to test the algorithm. 
Start to develop algorithm for in-day market timing. 
Did more experiments of ddpg.
||
Test the ddpg algorithm with stock selection algorithm. 
Develop algorithm for in-day market timing.
|-

|-
| Yaodong Wang|| Learn git, pyalgotrade ,CNN and other models

|| help do test

|-
| Tongzheng Ren|| Review code.

|| Help do test.

|}

FIN Status Report 2017-3-2

2017-03-02T04:57:14Z

Rentz：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||
Implement the DFP for the game task, which performs well. 
Implement the DFP for stock selecting task. Preliminary experiments show it is promising.
||
Do more experiments to test it.

|-
| Yuxin Zhang||

||

|-

|-
| Yaodong Wang|| Deal with the database and learn pyalgotrade

|| help do tests

|-
| Tongzheng Ren|| Implement the backtesting strategy for latest use. Help refactoring part of the data process module.

|| Test the new strategy.

|}

FIN Status Report 2017-2-20

2017-02-20T08:07:47Z

Rentz：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||
give a talk about understanding deep learning. 
try RMSProp optimizer, weight decay and obtain smooth predicted sequences. 
try industry stock and obtain highly correlated predicted sequence. 
try to add index data and obtain more accurate predicted value.
||
study the stock selecting model. 
study the architecture of the network.

|-
| Yuxin Zhang||
 

||

|-

|-
| Yaodong Wang||
make a view in mysql , handle undating data and choose the stable stock
||
multiple factor analysis

|-
| Tongzheng Ren||
Implement: 
regularization: L2-norm, dropout, batch normalization(including some bugs) 
filters: MA, wavelet 
Implement index data. 
Improve strategy. 
||
Improve strategy.
|}

FIN Status Report 2017-2-20

2017-02-20T08:07:09Z

Rentz：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||
give a talk about understanding deep learning. 
try RMSProp optimizer, weight decay and obtain smooth predicted sequences. 
try industry stock and obtain high correlation predicted sequence. 
try to add index data and obtain more accuracy predicted value.
||
test our strategy 
1. impact of the optimizer 
2. impact of the clipping 
3. investigate the volatility problem on noisy cosine. 
4. improve our strategy. 
5.different stock set.
|-
| Yuxin Zhang||
 

||

|-

|-
| Yaodong Wang||
make a view in mysql , handle undating data and choose the stable stock
||
multiple factor analysis

|-
| Tongzheng Ren||
Implement:
regularization: L2-norm, dropout, batch normalization(including some bugs)
filters: MA, wavelet
Implement index data.
Improve strategy.
||
Improve strategy.
|}

Work-progress 2017.02

2017-02-13T03:15:20Z

Rentz：/* Daily Report */

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="2"|2017.2.10
|Tongzheng Ren |||| || ||Implement the strategy. ||Finish the strategy.
|-
|Yaodong Wang ||9：30 A.M||6:30 P.M ||9 h || Finish the view in the mysql and prepare for updating data || Finish the view and figure out how to get the up-to-date data
|-

|-
| rowspan="2"|2017.2.9
|Tongzheng Ren |||| || ||Try to use the backtesting frame pyalgotrade to implement the strategy. || Know the pyalgotrade frame.
|-
|Yaodong Wang ||9：30 A.M||9 P.M ||12.5 h || Deal with the view in the mysql and different query || Finish half of the view
|-
|}

FIN Status Report 2017-2-13

2017-02-13T03:10:54Z

Rentz：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||

||
test our strategy
|-
| Yuxin Zhang||
 

||

|-

|-
| Yaodong Wang||

||

|-
| Tongzheng Ren||
Implement the strategy.
||
Test our strategy.
|}

FIN Status Report 2017-1-16

2017-01-16T06:16:42Z

Rentz：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||
implement a dnn to fit the value sequence on training dataset but it achieves bad performance on testing dataset. 
help Yaodong to release the FactorDB v4.47 Mysql. 
help Jiyuan to build a survey system.

||
implement a strategy based on the value network.
|-
| Yuxin Zhang||
Confirm cnn and do some experiments. 
Try to modify dqt for day trading. 
||
Debug dqt-day-trading and do experiments to see if it works. 
Continue to explore cnn for better results.
|-

|-
| Yaodong Wang||
Continue inserting the data into databases and Finish the [http://cslt.riit.tsinghua.edu.cn/mediawiki/images/f/f5/Single_factor_test.pdf technical report] on single factor test
||
Release the factor databases and Study the method of choosing stock

|-
| Ren Tongzheng||
Run experiments on value network. 
Implement multi-feature input and convolution layer on value network. 
||
Debug the value network. 
Help implement a strategy based on the value network. 
Adapt multi-task?
|}

FIN Status Report 2017-1-16

2017-01-16T06:16:15Z

Rentz：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||
implement a dnn to fit the value sequence on training dataset but it achieves bad performance on testing dataset. 
help Yaodong to release the FactorDB v4.47 Mysql. 
help Jiyuan to build a survey system.

||
implement a strategy based on the value network.
|-
| Yuxin Zhang||
Confirm cnn and do some experiments. 
Try to modify dqt for day trading. 
||
Debug dqt-day-trading and do experiments to see if it works. 
Continue to explore cnn for better results.
|-

|-
| Yaodong Wang||
Continue inserting the data into databases and Finish the technical report on single factor test[[http://cslt.riit.tsinghua.edu.cn/mediawiki/images/f/f5/Single_factor_test.pdf here]])
||
Release the factor databases and Study the method of choosing stock

|-
| Ren Tongzheng||
Run experiments on value network. 
Implement multi-feature input and convolution layer on value network. 
||
Debug the value network. 
Consider how to use the value network. 
Adapt multi-task?
|}

FIN Status Report 2017-1-16

2017-01-16T06:08:49Z

Rentz：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||
help Yaodong insert the data into mysql database. 
implement the value network, which still need to be debug. 

||
release the mysql database soon 
debug the value network
|-
| Yuxin Zhang||
Confirm cnn and do some experiments. 
Try to modify dqt for day trading. 
||
Debug dqt-day-trading and do experiments to see if it works. 
Continue to explore cnn for better results.
|-

|-
| Yaodong Wang||
Continue inserting the data into databases and Finish the technical report on single factor test[[http://cslt.riit.tsinghua.edu.cn/mediawiki/images/f/f5/Single_factor_test.pdf here]])
||
Release the factor databases and Study the method of choosing stock

|-
| Ren Tongzheng||
Run experiments on value network. 
Implement multi-feature input and convolution layer on value network. 
||
Debug the value network. 
Consider how to use the value network.
|}

FIN Status Report 2017-1-16

2017-01-16T06:08:30Z

Rentz：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||
help Yaodong insert the data into mysql database. 
implement the value network, which still need to be debug. 

||
release the mysql database soon 
debug the value network
|-
| Yuxin Zhang||
Confirm cnn and do some experiments. 
Try to modify dqt for day trading. 
||
Debug dqt-day-trading and do experiments to see if it works. 
Continue to explore cnn for better results.
|-

|-
| Yaodong Wang||
Continue inserting the data into databases and Finish the technical report on single factor test[[http://cslt.riit.tsinghua.edu.cn/mediawiki/images/f/f5/Single_factor_test.pdf here]])
||
Release the factor databases and Study the method of choosing stock

|-
| Ren Tongzheng||
Run experiments on value network. 
Implement multi-feature input on value network. 
Implement convolution layer on value network. 
||
Debug the value network. 
Consider how to use the value network.
|}

Finance-weekly-reading

2017-01-10T11:48:48Z

Rentz：

{|class='wikitable'
!Time !! Title !! Leader !! Paper
|-
|2015-08-03 ||Detect & Describe: Deep learning of bank stress in the news || Dong Wang || Samuel Ronnqvist, Peter Sarlin, arxiv 2015.07.25 [[http://arxiv.org/pdf/1507.07870.pdf pdf]]
|-
|2015-08-05 ||Analysis of Hidden Markov Models and Support vector machines in financial applications|| Rong Liu || Satish Rao Jerry Hong 2010[http://www.eecs.berkeley.edu/Pubs/TechRpts/2010/EECS-2010-63.pdf pdf]
|-
|2015-08-10 ||NEURAL NETWORKS APPLIED TO STOCK MARKET FORECASTING: AN EMPIRICAL ANALYSIS|| Yang Yu || Leandro Maciel, Rosangela Ballini 2010 [http://cslt.riit.tsinghua.edu.cn/mediawiki/images/7/76/NEURAL_NETWORKS_APPLIED_TO_STOCK_MARKET_FORECASTING_AN_EMPIRICAL_ANALYSIS.pdf pdf]
|-
|2015-08-12 ||A Decision Tree-Rough Set Hybrid System for Stock Market Trend Prediction|| Rong Liu || 2010 [http://www.ijcaonline.org/volume6/number9/pxc3871449.pdf pdf]
|-
|2015-08-12 ||A Comparision of Three Network Portfolio Selection Methods || Dong Wang || 2015 [http://arxiv.org/pdf/1512.01905.pdf pdf]
|-
|2016-06-12 ||Online Portfolio Selection: A Survey || Maoning Wang|| January 2014 [http://cslt.riit.tsinghua.edu.cn/mediawiki/images/9/9b/A35-li.pdf pdf]
|-
|2016-06-12 ||SEQUENTIALMONTECARLOSAMPLINGFORCORRELATEDLATENTLONG-MEMORY TIME-SERIE || Maoning Wang|| ICASSP 2016 [http://cslt.riit.tsinghua.edu.cn/mediawiki/images/b/b4/0006580.pdf pdf]
|-
|2016-06-17 ||PAMR: Passive Aggressive Mean Reversion Strategy for Portfolio Selection|| Author: LiBin|| Machine Learning May 2012, Volume 87, Issue 2, pp 221-258 [http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.421.579&rep=rep1&type=pdf pdf]
|-
|2016-06-17 ||随机微分方程简介|| Author: 陈堰平|| ppt 2008年12月14日 [http://cos.name/wp-content/uploads/2008/12/stochastic-differential-equation-with-r.pdf pdf]
|-
|2016-06-24 ||Where are contrarian profits due to stock market overreaction|| Caixia Wang|| [http://www.finance.martinsewell.com/stylized-facts/dependence/LoMacKinlay1990.pdf pdf]
|-
|2016-07-16 ||Sentiment Analysis in Finance Market Forcast||Dong Wang || [http://wangd.cslt.org/talks/pdf/SentimentAnalysisinFinanceMarketForcast.pptx slides]
|-
|2016-08-20 ||经管量化分析研讨会|| -||[[媒体文件:套利相关策略介绍章总.pdf|套利相关策略介绍_章总]] [[媒体文件:资管行业杨忆风 20160617.pdf|资管行业_杨忆风]] [[媒体文件:多因子量化模型简介_201600813.pdf |多因子模型_杨忆风]] [[媒体文件:汪洋-DQNStock.pdf | DQNStock_汪洋]]
|-
|2016-09-20 ||Deep Q-learning||Dong Wang || [http://arxiv.org/pdf/1509.02971v5.pdf paper1] [http://www.iclr.cc/lib/exe/fetch.php?media=iclr2015:silver-iclr2015.pdf slides]
|-
|2016-11-12 ||Generative Adversarial Nets||Yang Wang || [http://cslt.riit.tsinghua.edu.cn/mediawiki/images/c/c9/Generative_adversarial_network.pdf slides]
|-
|2017-01-01 ||Deep Direct Reinforcement Learning for Financial Signal Representation and Trading||Yang Wang || [[媒体文件:07407387.pdf|paper]]
|}

Work-progress 2016.12

2016-12-31T10:56:44Z

Rentz：/* Daily Report */

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours ||status
|-
| rowspan="2"|2016.12.31
|Tongzheng Ren ||2 P.M || 8P.M || 6h || Review the previous code and summarize its idea. Try to adapt DBN in it.
|-
|Yaodong Wang || || || ||
|-
|-
| rowspan="2"|2016.12.30
|Tongzheng Ren || || || ||
|-
|Yaodong Wang ||10:00 A.M || 6：00 P.M || 8h || Reproduce the results in the research of Changjiang Security
|-

|-
| rowspan="2"|2016.12.29
|Tongzheng Ren || || || ||
|-
|Yaodong Wang ||10:00 A.M || 8：30 P.M || 10.5h || Debug code about previous demo and summarize regression method
|-

|-
| rowspan="2"|2016.12.29
|Tongzheng Ren ||2:00P.M ||9:00P.M || 7h || Clear the data of CSMAR and test some factors. Collect the codes of DBN by tensorflow.
|-
|Yaodong Wang || || || ||
|-

|-
| rowspan="2"|2016.12.27
|Tongzheng Ren || 5 P.M || 11P.M || 6h || Collect idea on usage of DBN to extract feature and methods on smoothing the minute data.
|-
|Yaodong Wang ||9：30 A.M || 8：50 P.M || 11h || Continue to read Equity Research and make a demo to test single factor
|-

|-
| rowspan="2"|2016.12.26
|Tongzheng Ren || 11 A.M || 6 P.M || 7h || Finish the seminar report on Transfer Learning.
|-
|Yaodong Wang || 9：30 A.M|| 8 P.M || 10.5h || Read paper about Empirical Finance and Equity Research
|-

|-
| rowspan="2"|2016.12.23
|Tongzheng Ren || 2 P.M || 4 P.M || 2h || Read paper about Transfer Learning. Collect ideas on how to combine transfer learning with finance data.
|-
|Yaodong Wang || 9 A.M|| 1 P.M || 4h || Deal with the entry procedures and prepare for testing the financial single factor validity
|-

|}

Work-progress 2016.12

2016-12-31T05:30:54Z

Rentz：/* Daily Report */

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours ||status
|-
| rowspan="2"|2016.12.31
|Tongzheng Ren ||2 P.M || || || Review the previous code and summarize its idea. Try to adapt DBN in it.
|-
|Yaodong Wang || || || ||
|-
|-
| rowspan="2"|2016.12.30
|Tongzheng Ren || || || ||
|-
|Yaodong Wang ||10:00 A.M || 6：00 P.M || 8h || Reproduce the results in the research of Changjiang Security
|-

|-
| rowspan="2"|2016.12.29
|Tongzheng Ren || || || ||
|-
|Yaodong Wang ||10:00 A.M || 8：30 P.M || 10.5h || Debug code about previous demo and summarize regression method
|-

|-
| rowspan="2"|2016.12.29
|Tongzheng Ren ||2:00P.M ||9:00P.M || 7h || Clear the data of CSMAR and test some factors. Collect the codes of DBN by tensorflow.
|-
|Yaodong Wang || || || ||
|-

|-
| rowspan="2"|2016.12.27
|Tongzheng Ren || 5 P.M || 11P.M || 6h || Collect idea on usage of DBN to extract feature and methods on smoothing the minute data.
|-
|Yaodong Wang ||9：30 A.M || 8：50 P.M || 11h || Continue to read Equity Research and make a demo to test single factor
|-

|-
| rowspan="2"|2016.12.26
|Tongzheng Ren || 11 A.M || 6 P.M || 7h || Finish the seminar report on Transfer Learning.
|-
|Yaodong Wang || 9：30 A.M|| 8 P.M || 10.5h || Read paper about Empirical Finance and Equity Research
|-

|-
| rowspan="2"|2016.12.23
|Tongzheng Ren || 2 P.M || 4 P.M || 2h || Read paper about Transfer Learning. Collect ideas on how to combine transfer learning with finance data.
|-
|Yaodong Wang || 9 A.M|| 1 P.M || 4h || Deal with the entry procedures and prepare for testing the financial single factor validity
|-

|}

Work-progress 2016.12

2016-12-31T05:24:09Z

Rentz：/* Daily Report */

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours ||status
|-
| rowspan="2"|2016.12.31
|Tongzheng Ren ||2 P.M || || || Run the previous code and summarize its idea.
|-
|Yaodong Wang || || || ||
|-
|-
| rowspan="2"|2016.12.30
|Tongzheng Ren || || || ||
|-
|Yaodong Wang ||10:00 A.M || 6：00 P.M || 8h || Reproduce the results in the research of Changjiang Security
|-

|-
| rowspan="2"|2016.12.29
|Tongzheng Ren || || || ||
|-
|Yaodong Wang ||10:00 A.M || 8：30 P.M || 10.5h || Debug code about previous demo and summarize regression method
|-

|-
| rowspan="2"|2016.12.29
|Tongzheng Ren ||2:00P.M ||9:00P.M || 7h || Clear the data of CSMAR and test some factors. Collect the codes of DBN by tensorflow.
|-
|Yaodong Wang || || || ||
|-

|-
| rowspan="2"|2016.12.27
|Tongzheng Ren || 5 P.M || 11P.M || 6h || Collect idea on usage of DBN to extract feature and methods on smoothing the minute data.
|-
|Yaodong Wang ||9：30 A.M || 8：50 P.M || 11h || Continue to read Equity Research and make a demo to test single factor
|-

|-
| rowspan="2"|2016.12.26
|Tongzheng Ren || 11 A.M || 6 P.M || 7h || Finish the seminar report on Transfer Learning.
|-
|Yaodong Wang || 9：30 A.M|| 8 P.M || 10.5h || Read paper about Empirical Finance and Equity Research
|-

|-
| rowspan="2"|2016.12.23
|Tongzheng Ren || 2 P.M || 4 P.M || 2h || Read paper about Transfer Learning. Collect ideas on how to combine transfer learning with finance data.
|-
|Yaodong Wang || 9 A.M|| 1 P.M || 4h || Deal with the entry procedures and prepare for testing the financial single factor validity
|-

|}

Work-progress 2016.12

2016-12-27T08:27:04Z

Rentz：/* Daily Report */

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours ||status
|-
| rowspan="2"|2016.12.27
|Tongzheng Ren || 5 P.M || || || Collect idea on usage of DBN to extract feature and methods on smoothing the minute data.
|-
|Yaodong Wang || || || ||
|-

|-
| rowspan="2"|2016.12.26
|Tongzheng Ren || 11 A.M || 6 P.M || 7h || Finish the seminar report on Transfer Learning.
|-
|Yaodong Wang || 9：30 A.M|| 8 P.M || 10.5h || Read paper about Empirical Finance and Equity Research
|-

|-
| rowspan="2"|2016.12.23
|Tongzheng Ren || 2 P.M || 4 P.M || 2h || Read paper about Transfer Learning. Collect ideas on how to combine transfer learning with finance data.
|-
|Yaodong Wang || 9 A.M|| 1 P.M || 4h || Deal with the entry procedures and prepare for testing the financial single factor validity
|-

|}

Work-progress 2016.12

2016-12-26T02:39:03Z

Rentz：/* Daily Report */

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours ||status
|-
| rowspan="2"|2016.12.26
|Tongzheng Ren || 11 A.M || || || Finish the seminar report on Transfer Learning.
|-
|Yaodong Wang || || || ||
|-

|-
| rowspan="2"|2016.12.23
|Tongzheng Ren || 2 P.M || 4 P.M || 2h || Read paper about Transfer Learning. Collect ideas on how to combine transfer learning with finance data.
|-
|Yaodong Wang || 9 A.M|| 1 P.M || 4h || Deal with the entry procedures and prepare for testing the financial single factor validity
|-

|}

Work-progress 2016.12

2016-12-23T07:15:15Z

Rentz：/* Daily Report */

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours ||status
|-
| rowspan="2"|2016.12.24
|Tongzheng Ren || || || ||
|-
|Yaodong Wang || || || ||
|-

|-
| rowspan="2"|2016.12.23
|Tongzheng Ren || 2 P.M. || 4 P.M. || 2h || Read paper about Transfer Learning. Collect ideas on how to combine transfer learning with finance data.
|-
|Yaodong Wang || || || ||
|-

|}

Work-progress 2016.12

2016-12-23T07:14:49Z

Rentz：/* Daily Report */

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours ||status
|-
| rowspan="2"|2016.12.24
|Tongzheng Ren || 2 P.M. ||4 P.M. || 2h || Read paper about Transfer Learning. Collect ideas on how to combine transfer learning with finance data.
|-
|Yaodong Wang || || || ||
|-

|-
| rowspan="2"|2016.12.23
|Tongzheng Ren || || || ||
|-
|Yaodong Wang || || || ||
|-

|}

Cslt-member-visitors

2016-12-23T07:08:09Z

Rentz：/* Tongzheng Ren (任桐正) */

==Professionals==

=== Yang Feng (冯洋) ===
[[文件:Fengyang.jpg| 200px]]
* 2016.6.21-
* Huilan Ltd
* language processing

=== Ming LI (李明） ===
[[文件:liming.png|200px]]
* CAS, Beijing
* 2015.1 -
* Text processing
*[[媒体文件:WechatIMG31.jpeg|DataSecurityAgreement]]

==Engineers==

=== Yuxin Zhang (张雨心） ===
[[文件:Zyx.jpg|200px]]
* Haixia research center
* 2016.10 -
* Finance processing
* [[媒体文件:Agreement zyx.jpg|Data Security Agreement]]

==Students==

===Jiyuan Zhang (张记袁）===
[[文件:Zhangjiyuan.png|200px]]
* PKU
* 2016.4-
* neural generation model
* [[媒体文件:An overview of machine translation.pptx|Bi-weekly report]]
* [[媒体文件:Zhangjy_data.jpg|Data_security_agreement]]

===Jingyi Lin(林婧伊)===
[[文件:JinyiLin_photo.jpg|200px]]
* China chemical university
* 2016.4.12-
* Speech processing
* [[媒体文件:Bi_weekly_report_linjy.ppt|Bi-weekly report]]
*[[媒体文件:DataSecurityAgreement_JingyiLin.jpg|DataSecurityAgreement]]

===Ziwei Bai (白子薇）===
[[文件:Ziwei Bai.jpg|200px]]
* BUPT
* 2016.5-
* QA
* [[媒体文件:Baizw_Bi-weekly_Report.pdf|Bi-weekly report]]
*[[媒体文件:Data_security_baizw.jpeg|DataSecurityAgreement]]

===Ying Shi (石颖）===
[[文件:Ying_shi.jpg|200px]]
* BJTU
* 2016.6.15-
* Speech processing
* [[媒体文件:Shiying_bi_weekly_report.ppt|Bi-weekly report]]
*[[媒体文件:DataSecurityAgreement_YingShi.jpg|DataSecurityAgreement]]

===Aodong Li (李傲冬）===
[[文件:李傲冬.jpg|200px]]
* BUPT
* 2016.6-
* Neural generation model
* [[媒体文件:Biweekly_report_aodong.pptx|Bi-weekly report]]
* [[媒体文件:Aodong Data security agreement.jpg|DataSecurityAgreement]]

===Yixiang Chen (陈怿翔)===
[[文件:Chenyx.jpg|200px]]
*University of China Mining
* 2016.7-
* Speech processing
* [[媒体文件:Chenyx_report.pdf |Bi-weekly report]]
* [[媒体文件:Chenyx data.jpg|Data_security_agreement]]

===Shiyue Zhang(张诗悦)===
[[文件:Zhang Shiyue.jpg|200px]]
* BUTP
* 2016.9.06-
* Language processing
* [[媒体文件:1.pic hd.jpg| Data_security_agreement]]

===Andy Zhang(张安迪)===
[[文件:andyzhang.jpg|200px]]
* BUPT
* 2016.07.19-
* Language processing
* [[媒体文件:AndyZhang汇报.pptx|Bi-weekly report]]
* [[媒体文件:Data agreement andy.jpg|Data_security_agreement]]

===Hang Luo (罗航)===
[[文件:罗航.png|200px]]
* PKU
* 2016.10-
* Speech processing
* [[媒体文件:Bi-weekly_work_report_Luohang.pptx|Bi-weekly report]]
* [[媒体文件:Security.jpg|Data_security_agreement]]

===Li Gu (古丽)===
[[文件:guli.jpg|200px]]
* Xingjiang U.
* 2016.11-
* Translation
*[[媒体文件:3.jpg|Data_security_agreement]]

===Yanqing Wang（王延清）===
[[文件:wyq photo.jpeg|200px]]
* BUPT
* 2016.11-
* Signal processing
* [[媒体文件:Bi-weekly_report.pptx|Bi-weekly report]]
*[[媒体文件:DataSecurityAgreement wangyanqing.jpg|Data_security_agreement]]

===Peilun Xiao（肖培伦）===
[[文件:Xiaopl-照片.JPG|200px]]
* BUPT
* 2016.12-
* NLP
* [[媒体文件:ELM-xiaopeilun.pdf|Bi-weekly report]]
* [[媒体文件:Xiaopl-签字.JPG|Data security agreement]]

==Intern==

=== Yang Wei (魏扬） ===
[[文件:Weiy_photo.jpg|200px]]
* BUPT
* 2016.10 -
* Speech processing
* [[媒体文件:Bi-monthly report weiy.pdf|Bi-monthly report]]
* [[媒体文件:Data agreement weiy.jpg|Data security agreement]]

=== Lingshan Yang(杨凌山） ===
[[文件:IMG 1846.JPG|200px]]
* BUPT
* 2016.10 -
* [[媒体文件:data security agreement yls.jpg|Data security agreement]]

=== Yaodong Wang (王耀东) ===
[[文件:wangyd.jpg|200px]]
* BUPT
* 2016.12.22 -
* [[媒体文件:Bi_weekly_report.pptx |Bi-weekly report]]
* [[媒体文件:Data_security_Agreement.jpg|Data security agreement]]

=== Tongzheng Ren (任桐正) ===
[[文件:IcCardPicture.do2.jpeg|200px]]
* THU
* 2016.12.22 -
* [[媒体文件:利用LSTM预测时间序列.pptx|Bi-weekly report]]
* [[媒体文件:Data Security Agreement-Tongzheng Ren.jpg|Data security agreement]]

Work-progress 2016.12

2016-12-23T07:04:05Z

Rentz：/* Daily Report */

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours ||status
|-
| rowspan="2"|2016.12.24
|Tongzheng Ren || 2 P.M || || || Read paper about Transfer Learning. Collect ideas on how to combine transfer learning with finance data.
|-
|Yaodong Wang || || || ||
|-

|-
| rowspan="2"|2016.12.23
|Tongzheng Ren || || || ||
|-
|Yaodong Wang || || || ||
|-

|}

Work-progress 2016.12

2016-12-23T06:58:31Z

Rentz：/* Daily Report */

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours ||status
|-
| rowspan="2"|2016.12.24
|Tongzheng Ren || 2 P.M || || || Read paper about Transfer Learning
|-
|Yaodong Wang || || || ||
|-

|-
| rowspan="2"|2016.12.23
|Tongzheng Ren || || || ||
|-
|Yaodong Wang || || || ||
|-

|}

Cslt-member-visitors

2016-12-23T06:53:35Z

Rentz：/* Tongzheng Ren (任桐正) */

==Professionals==

=== Yang Feng (冯洋) ===
[[文件:Fengyang.jpg| 200px]]
* 2016.6.21-
* Huilan Ltd
* language processing

=== Ming LI (李明） ===
[[文件:liming.png|200px]]
* CAS, Beijing
* 2015.1 -
* Text processing
*[[媒体文件:WechatIMG31.jpeg|DataSecurityAgreement]]

==Engineers==

=== Yuxin Zhang (张雨心） ===
[[文件:Zyx.jpg|200px]]
* Haixia research center
* 2016.10 -
* Finance processing
* [[媒体文件:Agreement zyx.jpg|Data Security Agreement]]

==Students==

===Jiyuan Zhang (张记袁）===
[[文件:Zhangjiyuan.png|200px]]
* PKU
* 2016.4-
* neural generation model
* [[媒体文件:An overview of machine translation.pptx|Bi-weekly report]]
* [[媒体文件:Zhangjy_data.jpg|Data_security_agreement]]

===Jingyi Lin(林婧伊)===
[[文件:JinyiLin_photo.jpg|200px]]
* China chemical university
* 2016.4.12-
* Speech processing
* [[媒体文件:Bi_weekly_report_linjy.ppt|Bi-weekly report]]
*[[媒体文件:DataSecurityAgreement_JingyiLin.jpg|DataSecurityAgreement]]

===Ziwei Bai (白子薇）===
[[文件:Ziwei Bai.jpg|200px]]
* BUPT
* 2016.5-
* QA
* [[媒体文件:Baizw_Bi-weekly_Report.pdf|Bi-weekly report]]
*[[媒体文件:Data_security_baizw.jpeg|DataSecurityAgreement]]

===Ying Shi (石颖）===
[[文件:Ying_shi.jpg|200px]]
* BJTU
* 2016.6.15-
* Speech processing
* [[媒体文件:Shiying_bi_weekly_report.ppt|Bi-weekly report]]
*[[媒体文件:DataSecurityAgreement_YingShi.jpg|DataSecurityAgreement]]

===Aodong Li (李傲冬）===
[[文件:李傲冬.jpg|200px]]
* BUPT
* 2016.6-
* Neural generation model
* [[媒体文件:Biweekly_report_aodong.pptx|Bi-weekly report]]
* [[媒体文件:Aodong Data security agreement.jpg|DataSecurityAgreement]]

===Yixiang Chen (陈怿翔)===
[[文件:Chenyx.jpg|200px]]
*University of China Mining
* 2016.7-
* Speech processing
* [[媒体文件:Chenyx_report.pdf |Bi-weekly report]]
* [[媒体文件:Chenyx data.jpg|Data_security_agreement]]

===Shiyue Zhang(张诗悦)===
[[文件:Zhang Shiyue.jpg|200px]]
* BUTP
* 2016.9.06-
* Language processing
* [[媒体文件:1.pic hd.jpg| Data_security_agreement]]

===Andy Zhang(张安迪)===
[[文件:andyzhang.jpg|200px]]
* BUPT
* 2016.07.19-
* Language processing
* [[媒体文件:AndyZhang汇报.pptx|Bi-weekly report]]
* [[媒体文件:Data agreement andy.jpg|Data_security_agreement]]

===Hang Luo (罗航)===
[[文件:罗航.png|200px]]
* PKU
* 2016.10-
* Speech processing
* [[媒体文件:Bi-weekly_work_report_Luohang.pptx|Bi-weekly report]]
* [[媒体文件:Security.jpg|Data_security_agreement]]

===Li Gu (古丽)===
[[文件:guli.jpg|200px]]
* Xingjiang U.
* 2016.11-
* Translation
*[[媒体文件:3.jpg|Data_security_agreement]]

===Yanqing Wang（王延清）===
[[文件:wyq photo.jpeg|200px]]
* BUPT
* 2016.11-
* Signal processing
* [[媒体文件:Bi-weekly_report.pptx|Bi-weekly report]]
*[[媒体文件:DataSecurityAgreement wangyanqing.jpg|Data_security_agreement]]

===Peilun Xiao（肖培伦）===
[[文件:Xiaopl-照片.JPG|200px]]
* BUPT
* 2016.12-
* NLP
* [[媒体文件:ELM-xiaopeilun.pdf|Bi-weekly report]]
* [[媒体文件:Xiaopl-签字.JPG|Data security agreement]]

==Intern==

=== Yang Wei (魏扬） ===
[[文件:Weiy_photo.jpg|200px]]
* BUPT
* 2016.10 -
* Speech processing
* [[媒体文件:Bi-monthly report weiy.pdf|Bi-monthly report]]
* [[媒体文件:Data agreement weiy.jpg|Data security agreement]]

=== Lingshan Yang(杨凌山） ===
[[文件:IMG 1846.JPG|200px]]
* BUPT
* 2016.10 -
* [[媒体文件:data security agreement yls.jpg|Data security agreement]]

=== Yaodong Wang (王耀东) ===
[[文件:wangyd.jpg|200px]]
* BUPT
* 2016.12.22 -
* [[媒体文件:Bi_weekly_report.pptx |Bi-weekly report]]
* [[媒体文件:Data_security_Agreement.jpg|Data security agreement]]

=== Tongzheng Ren (任桐正) ===
[[文件:IcCardPicture.do2.jpeg|200px]]
* BUPT
* 2016.12.22 -
* [[媒体文件:利用LSTM预测时间序列.pptx|Bi-weekly report]]
* [[媒体文件:Data Security Agreement-Tongzheng Ren.jpg|Data security agreement]]

文件:利用LSTM预测时间序列.pptx

2016-12-23T06:51:24Z

Rentz：

Cslt-member-visitors

2016-12-23T06:43:08Z

Rentz：/* Tongzheng Ren (任桐正) */

==Professionals==

=== Yang Feng (冯洋) ===
[[文件:Fengyang.jpg| 200px]]
* 2016.6.21-
* Huilan Ltd
* language processing

=== Ming LI (李明） ===
[[文件:liming.png|200px]]
* CAS, Beijing
* 2015.1 -
* Text processing
*[[媒体文件:WechatIMG31.jpeg|DataSecurityAgreement]]

==Engineers==

=== Yuxin Zhang (张雨心） ===
[[文件:Zyx.jpg|200px]]
* Haixia research center
* 2016.10 -
* Finance processing
* [[媒体文件:Agreement zyx.jpg|Data Security Agreement]]

==Students==

===Jiyuan Zhang (张记袁）===
[[文件:Zhangjiyuan.png|200px]]
* PKU
* 2016.4-
* neural generation model
* [[媒体文件:An overview of machine translation.pptx|Bi-weekly report]]
* [[媒体文件:Zhangjy_data.jpg|Data_security_agreement]]

===Jingyi Lin(林婧伊)===
[[文件:JinyiLin_photo.jpg|200px]]
* China chemical university
* 2016.4.12-
* Speech processing
* [[媒体文件:Bi_weekly_report_linjy.ppt|Bi-weekly report]]
*[[媒体文件:DataSecurityAgreement_JingyiLin.jpg|DataSecurityAgreement]]

===Ziwei Bai (白子薇）===
[[文件:Ziwei Bai.jpg|200px]]
* BUPT
* 2016.5-
* QA
* [[媒体文件:Baizw_Bi-weekly_Report.pdf|Bi-weekly report]]
*[[媒体文件:Data_security_baizw.jpeg|DataSecurityAgreement]]

===Ying Shi (石颖）===
[[文件:Ying_shi.jpg|200px]]
* BJTU
* 2016.6.15-
* Speech processing
* [[媒体文件:Shiying_bi_weekly_report.ppt|Bi-weekly report]]
*[[媒体文件:DataSecurityAgreement_YingShi.jpg|DataSecurityAgreement]]

===Aodong Li (李傲冬）===
[[文件:李傲冬.jpg|200px]]
* BUPT
* 2016.6-
* Neural generation model
* [[媒体文件:Biweekly_report_aodong.pptx|Bi-weekly report]]
* [[媒体文件:Aodong Data security agreement.jpg|DataSecurityAgreement]]

===Yixiang Chen (陈怿翔)===
[[文件:Chenyx.jpg|200px]]
*University of China Mining
* 2016.7-
* Speech processing
* [[媒体文件:Chenyx_report.pdf |Bi-weekly report]]
* [[媒体文件:Chenyx data.jpg|Data_security_agreement]]

===Shiyue Zhang(张诗悦)===
[[文件:Zhang Shiyue.jpg|200px]]
* BUTP
* 2016.9.06-
* Language processing
* [[媒体文件:1.pic hd.jpg| Data_security_agreement]]

===Andy Zhang(张安迪)===
[[文件:andyzhang.jpg|200px]]
* BUPT
* 2016.07.19-
* Language processing
* [[媒体文件:AndyZhang汇报.pptx|Bi-weekly report]]
* [[媒体文件:Data agreement andy.jpg|Data_security_agreement]]

===Hang Luo (罗航)===
[[文件:罗航.png|200px]]
* PKU
* 2016.10-
* Speech processing
* [[媒体文件:Bi-weekly_work_report_Luohang.pptx|Bi-weekly report]]
* [[媒体文件:Security.jpg|Data_security_agreement]]

===Li Gu (古丽)===
[[文件:guli.jpg|200px]]
* Xingjiang U.
* 2016.11-
* Translation
*[[媒体文件:3.jpg|Data_security_agreement]]

===Yanqing Wang（王延清）===
[[文件:wyq photo.jpeg|200px]]
* BUPT
* 2016.11-
* Signal processing
* [[媒体文件:Bi-weekly_report.pptx|Bi-weekly report]]
*[[媒体文件:DataSecurityAgreement wangyanqing.jpg|Data_security_agreement]]

===Peilun Xiao（肖培伦）===
[[文件:Xiaopl-照片.JPG|200px]]
* BUPT
* 2016.12-
* NLP
* [[媒体文件:ELM-xiaopeilun.pdf|Bi-weekly report]]
* [[媒体文件:Xiaopl-签字.JPG|Data security agreement]]

==Intern==

=== Yang Wei (魏扬） ===
[[文件:Weiy_photo.jpg|200px]]
* BUPT
* 2016.10 -
* Speech processing
* [[媒体文件:Bi-monthly report weiy.pdf|Bi-monthly report]]
* [[媒体文件:Data agreement weiy.jpg|Data security agreement]]

=== Lingshan Yang(杨凌山） ===
[[文件:IMG 1846.JPG|200px]]
* BUPT
* 2016.10 -
* [[媒体文件:data security agreement yls.jpg|Data security agreement]]

=== Yaodong Wang (王耀东) ===
[[文件:wangyd.jpg|200px]]
* BUPT
* 2016.12.22 -
* [[媒体文件:Bi_weekly_report.pptx |Bi-weekly report]]
* [[媒体文件:Data_security_Agreement.jpg|Data security agreement]]

=== Tongzheng Ren (任桐正) ===
[[文件:IcCardPicture.do2.jpeg|200px]]
* BUPT
* 2016.12.22 -
* [[媒体文件:Data Security Agreement-Tongzheng Ren.jpg|Data security agreement]]

Cslt-member-visitors

2016-12-23T06:42:15Z

Rentz：/* Tongzheng Ren (任桐正) */

==Professionals==

=== Yang Feng (冯洋) ===
[[文件:Fengyang.jpg| 200px]]
* 2016.6.21-
* Huilan Ltd
* language processing

=== Ming LI (李明） ===
[[文件:liming.png|200px]]
* CAS, Beijing
* 2015.1 -
* Text processing
*[[媒体文件:WechatIMG31.jpeg|DataSecurityAgreement]]

==Engineers==

=== Yuxin Zhang (张雨心） ===
[[文件:Zyx.jpg|200px]]
* Haixia research center
* 2016.10 -
* Finance processing
* [[媒体文件:Agreement zyx.jpg|Data Security Agreement]]

==Students==

===Jiyuan Zhang (张记袁）===
[[文件:Zhangjiyuan.png|200px]]
* PKU
* 2016.4-
* neural generation model
* [[媒体文件:An overview of machine translation.pptx|Bi-weekly report]]
* [[媒体文件:Zhangjy_data.jpg|Data_security_agreement]]

===Jingyi Lin(林婧伊)===
[[文件:JinyiLin_photo.jpg|200px]]
* China chemical university
* 2016.4.12-
* Speech processing
* [[媒体文件:Bi_weekly_report_linjy.ppt|Bi-weekly report]]
*[[媒体文件:DataSecurityAgreement_JingyiLin.jpg|DataSecurityAgreement]]

===Ziwei Bai (白子薇）===
[[文件:Ziwei Bai.jpg|200px]]
* BUPT
* 2016.5-
* QA
* [[媒体文件:Baizw_Bi-weekly_Report.pdf|Bi-weekly report]]
*[[媒体文件:Data_security_baizw.jpeg|DataSecurityAgreement]]

===Ying Shi (石颖）===
[[文件:Ying_shi.jpg|200px]]
* BJTU
* 2016.6.15-
* Speech processing
* [[媒体文件:Shiying_bi_weekly_report.ppt|Bi-weekly report]]
*[[媒体文件:DataSecurityAgreement_YingShi.jpg|DataSecurityAgreement]]

===Aodong Li (李傲冬）===
[[文件:李傲冬.jpg|200px]]
* BUPT
* 2016.6-
* Neural generation model
* [[媒体文件:Biweekly_report_aodong.pptx|Bi-weekly report]]
* [[媒体文件:Aodong Data security agreement.jpg|DataSecurityAgreement]]

===Yixiang Chen (陈怿翔)===
[[文件:Chenyx.jpg|200px]]
*University of China Mining
* 2016.7-
* Speech processing
* [[媒体文件:Chenyx_report.pdf |Bi-weekly report]]
* [[媒体文件:Chenyx data.jpg|Data_security_agreement]]

===Shiyue Zhang(张诗悦)===
[[文件:Zhang Shiyue.jpg|200px]]
* BUTP
* 2016.9.06-
* Language processing
* [[媒体文件:1.pic hd.jpg| Data_security_agreement]]

===Andy Zhang(张安迪)===
[[文件:andyzhang.jpg|200px]]
* BUPT
* 2016.07.19-
* Language processing
* [[媒体文件:AndyZhang汇报.pptx|Bi-weekly report]]
* [[媒体文件:Data agreement andy.jpg|Data_security_agreement]]

===Hang Luo (罗航)===
[[文件:罗航.png|200px]]
* PKU
* 2016.10-
* Speech processing
* [[媒体文件:Bi-weekly_work_report_Luohang.pptx|Bi-weekly report]]
* [[媒体文件:Security.jpg|Data_security_agreement]]

===Li Gu (古丽)===
[[文件:guli.jpg|200px]]
* Xingjiang U.
* 2016.11-
* Translation
*[[媒体文件:3.jpg|Data_security_agreement]]

===Yanqing Wang（王延清）===
[[文件:wyq photo.jpeg|200px]]
* BUPT
* 2016.11-
* Signal processing
* [[媒体文件:Bi-weekly_report.pptx|Bi-weekly report]]
*[[媒体文件:DataSecurityAgreement wangyanqing.jpg|Data_security_agreement]]

===Peilun Xiao（肖培伦）===
[[文件:Xiaopl-照片.JPG|200px]]
* BUPT
* 2016.12-
* NLP
* [[媒体文件:ELM-xiaopeilun.pdf|Bi-weekly report]]
* [[媒体文件:Xiaopl-签字.JPG|Data security agreement]]

==Intern==

=== Yang Wei (魏扬） ===
[[文件:Weiy_photo.jpg|200px]]
* BUPT
* 2016.10 -
* Speech processing
* [[媒体文件:Bi-monthly report weiy.pdf|Bi-monthly report]]
* [[媒体文件:Data agreement weiy.jpg|Data security agreement]]

=== Lingshan Yang(杨凌山） ===
[[文件:IMG 1846.JPG|200px]]
* BUPT
* 2016.10 -
* [[媒体文件:data security agreement yls.jpg|Data security agreement]]

=== Yaodong Wang (王耀东) ===
[[文件:wangyd.jpg|200px]]
* BUPT
* 2016.12.22 -
* [[媒体文件:Bi_weekly_report.pptx |Bi-weekly report]]
* [[媒体文件:Data_security_Agreement.jpg|Data security agreement]]

=== Tongzheng Ren (任桐正) ===
[[文件:任桐正.jpeg|200px]]
* BUPT
* 2016.12.22 -
* [[媒体文件:XXX.jpg|Data security agreement]]

文件:Data Security Agreement-Tongzheng Ren.jpg

2016-12-23T06:40:27Z

Rentz：

文件:IcCardPicture.do2.jpeg

2016-12-23T06:21:34Z

Rentz：Rentz上传“文件:IcCardPicture.do2.jpeg”的新版本

文件:IcCardPicture.do2.jpeg

2016-12-23T06:20:56Z

Rentz：