“FIN Status Report 2017-2-13”版本间的差异
来自cslt Wiki
| （2位用户的7个中间修订版本未显示） | |||
| 第4行： | 第4行： | ||
|- | |- | ||
| Yang Wang|| | | Yang Wang|| | ||
| − | read some papers | + | read some papers.<br> |
found some bugs in our code. | found some bugs in our code. | ||
|| | || | ||
| − | test our strategy | + | test our strategy<br> |
| + | 1. impact of the optimizer<br> | ||
| + | 2. impact of the clipping<br> | ||
| + | 3. investigate the volatility problem on noisy cosine.<br> | ||
| + | 4. improve our strategy.<br> | ||
| + | 5.different stock set. | ||
|- | |- | ||
| Yuxin Zhang|| | | Yuxin Zhang|| | ||
| 第19行： | 第24行： | ||
|- | |- | ||
| Yaodong Wang|| | | Yaodong Wang|| | ||
| − | + | make a view in mysql , handle undating data and choose the stable stock | |
|| | || | ||
| − | + | multiple factor analysis | |
|- | |- | ||
2017年2月13日 (一) 13:18的最后版本
| People | Last Week | This Week |
|---|---|---|
| Yang Wang |
read some papers. |
test our strategy |
| Yuxin Zhang |
|
|
| Yaodong Wang |
make a view in mysql , handle undating data and choose the stable stock |
multiple factor analysis |
| Tongzheng Ren |
Implement the strategy. |
Test our strategy. |
