“FIN Status Report 2017-3-2”版本间的差异

来自cslt Wiki
跳转至: 导航搜索
 
第11行: 第11行:
 
|-
 
|-
 
| Yuxin Zhang||  
 
| Yuxin Zhang||  
 
+
Try to add convolutional layers to the ddpg model.<br>
 +
Use more suitable reward function.
 
||  
 
||  
 
+
Use Pyalgotrading to test the algorithm.<br>
 +
Start to develop algorithm for in-day market timing.
 
|-
 
|-
  

2017年3月2日 (四) 06:52的最后版本

People Last Week This Week
Yang Wang

Implement the DFP for the game task, which performs well.
Implement the DFP for stock selecting task. Preliminary experiments show it is promising.

Do more experiments to test it.

Yuxin Zhang

Try to add convolutional layers to the ddpg model.
Use more suitable reward function.

Use Pyalgotrading to test the algorithm.
Start to develop algorithm for in-day market timing.

Yaodong Wang Deal with the database and learn pyalgotrade help do tests
Tongzheng Ren Implement the backtesting strategy for latest use.
Help refactoring part of the data process module.
Test the new strategy.