“FIN Status Report 2016-12-12”版本间的差异

2016年12月12日 (一) 01:59的最后版本

People	Last Week	This Week
Yang Wang	Finish modifing the code to do daily trading testing	Repeat some experiments in the new backtesting framework
Yuxin Zhang	Implement CNN classifier to predict rises and downs. Modify the code to stochastically train multiple stocks.	Use the backtesting framework to test our algorithms. Try to improve the generalization ability of CNN.

@@ 第11行： / 第11行： @@
 |-
 | Yuxin Zhang||
-Implement multi-layer perceptron classifier to predict rises and downs.<br>
+Implement CNN classifier to predict rises and downs.<br>
-Implement multi-layer perceptron regression to predict the future price.<br>
+Modify the code to stochastically train multiple stocks.
 ||
-Implement convolutional neural networks.<br>
+Use the backtesting framework to test our algorithms.<br>
-Analyse the results and find the best parameter setting.
+Try to improve the generalization ability of CNN.
 |}