“FIN Status Report 2017-2-13”版本间的差异
来自cslt Wiki
(2位用户的4个中间修订版本未显示) | |||
第8行: | 第8行: | ||
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− | 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. | ||
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| Yuxin Zhang|| | | Yuxin Zhang|| | ||
第19行: | 第24行: | ||
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| Yaodong Wang|| | | Yaodong Wang|| | ||
− | + | make a view in mysql , handle undating data and choose the stable stock | |
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− | + | multiple factor analysis | |
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2017年2月13日 (一) 13:18的最后版本
People | Last Week | This Week |
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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. |