“FIN Status Report 2016-12-05”版本间的差异

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| Yuxin Zhang||  
 
| Yuxin Zhang||  
Do comparable experiments to confirm the efficiency of using 1min data.<br>
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Implement multi-layer perceptron classifier to predict rises and downs.<br>
Add volume data and bid-ask data as input for dqt.<br>
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Implement multi-layer perceptron regression to predict the future price.<br>
Share a paper about transfer learning.<br>
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Implement multi-layer-perceptron algorithm.<br>
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Implement convolutional neural networks.<br>
Explore other research branches (Multi-factor, correlation of stocks).
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Analyse the results and find the best parameter setting.
 
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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.