“FIN Status Report 2017-3-6”版本间的差异
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(以“{| class="wikitable" !People !! Last Week !! This Week |- | Yang Wang|| training with different stock set, which consist of 10 stocks belonging to 10 industries. <b...”为内容创建页面) |
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(3位用户的6个中间修订版本未显示) | |||
第4行: | 第4行: | ||
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| Yang Wang|| | | Yang Wang|| | ||
− | + | 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<br> | + | digitize the asset and set it as reward, which makes the training and the target more mathing<br> |
− | clip gradients | + | clip the gradients, which stabilizes the training<br> |
− | + | randomize the goal. Its impact remains to be seen<br> | |
|| | || | ||
− | + | do more test | |
|- | |- | ||
| Yuxin Zhang|| | | Yuxin Zhang|| | ||
− | Try to | + | Try to use Pyalgotrading to test the algorithm.<br> |
− | + | Start to develop algorithm for in-day market timing.<br> | |
+ | Did more experiments of ddpg. | ||
|| | || | ||
− | + | Test the ddpg algorithm with stock selection algorithm.<br> | |
− | + | Develop algorithm for in-day market timing. | |
|- | |- | ||
|- | |- | ||
− | | Yaodong Wang|| | + | | Yaodong Wang|| Learn git, pyalgotrade ,CNN and other models |
− | || help do | + | || help do test |
|- | |- | ||
− | | Tongzheng Ren|| | + | | Tongzheng Ren|| Review code. |
− | || | + | || Help do test. |
|} | |} |
2017年3月9日 (四) 04:50的最后版本
People | Last Week | This Week |
---|---|---|
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 | Review code. | Help do test. |