FIN Status Report 2016-12-05

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People Last Week This Week
Yang Wang

get familiar with the backtesting framework PyAlgoTrade

modify our code to do backtesting

Yuxin Zhang

Implement multi-layer perceptron classifier to predict rises and downs.
Implement multi-layer perceptron regression to predict the future price.

Implement convolutional neural networks.
Analyse the results and find the best parameter setting.