“FIN Status Report 2016-12-05”版本间的差异

2016年12月5日 (一) 01:56的最后版本

People	Last Week	This Week
Yang Wang	get familiar with the backtesting framework PyAlgoTrade	modify our code to do backtesting
Yuxin Zhang	Implement multi-layer perceptron classifier to predict rises and downs. Implement multi-layer perceptron regression to predict the future price.	Implement convolutional neural networks. Analyse the results and find the best parameter setting.

@@ 第4行： / 第4行： @@
 |-
 | Yang Wang||
-get familiar with the backtesting framework  <br>
+get familiar with the backtesting framework  [http://gbeced.github.io/pyalgotrade/ PyAlgoTrade]<br>
 ||
@@ 第11行： / 第11行： @@
 |-
 | Yuxin Zhang||
-Do comparable experiments to confirm the efficiency of using 1min data.<br>
+Implement multi-layer perceptron classifier to predict rises and downs.<br>
-Add volume data and bid-ask data as input for dqt.<br>
+Implement multi-layer perceptron regression to predict the future price.<br>
-Share a paper about transfer learning.<br>
 ||
-Implement multi-layer-perceptron algorithm.<br>
+Implement convolutional neural networks.<br>
-Explore other research branches (Multi-factor, correlation of stocks).
+Analyse the results and find the best parameter setting.
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