FIN Status Report 2017-1-16

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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 (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.
Help implement a strategy based on the value network.
Adapt multi-task?