“FIN Status Report 2017-3-6”版本间的差异
来自cslt Wiki
第5行: | 第5行: | ||
| Yang Wang|| | | Yang Wang|| | ||
train the model with different stock set, which consist of 10 stocks belonging to 10 industries. <br> | train the model with different stock set, which consist of 10 stocks belonging to 10 industries. <br> | ||
− | digitize the asset and set it as reward, which | + | digitize the asset and set it as reward, which makes the training and the target more mathing<br> |
clip the gradients, which stabilizes the training<br> | clip the gradients, which stabilizes the training<br> | ||
randomize the goal. Its impact remains to be seen<br> | randomize the goal. Its impact remains to be seen<br> |
2017年3月9日 (四) 04:47的版本
People | Last Week | This Week |
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Yang Wang |
train the model with different stock set, which consist of 10 stocks belonging to 10 industries. |
do more test |
Yuxin Zhang |
Try to use Pyalgotrading to test the algorithm. |
Test the ddpg algorithm with stock selection algorithm. |
Yaodong Wang | Learn git, pyalgotrade ,CNN and other models | help do test |
Tongzheng Ren | Implement the backtesting strategy for latest use. Help refactoring part of the data process module. |
Test the new strategy. |