“FIN Status Report 2016-12-12”版本间的差异

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(以“{| class="wikitable" !People !! Last Week !! This Week |- | Yang Wang|| finish modify the code to do daily trading testing || Repeat some experiments in the new...”为内容创建页面)
 
 
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| Yang Wang||  
 
| Yang Wang||  
finish modify the code to do daily trading testing
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Finish modifing the code to do daily trading testing
  
 
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| Yuxin Zhang||  
 
| Yuxin Zhang||  
Implement multi-layer perceptron classifier to predict rises and downs.<br>
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Implement CNN classifier to predict rises and downs.<br>
Implement multi-layer perceptron regression to predict the future price.<br>
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Modify the code to stochastically train multiple stocks.
 
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Implement convolutional neural networks.<br>
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Use the backtesting framework to test our algorithms.<br>
Analyse the results and find the best parameter setting.
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Try to improve the generalization ability of CNN.
 
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2016年12月12日 (一) 01:59的最后版本

People Last Week This Week
Yang Wang

Finish modifing the code to do daily trading testing

Repeat some experiments in the new backtesting framework

Yuxin Zhang

Implement CNN classifier to predict rises and downs.
Modify the code to stochastically train multiple stocks.

Use the backtesting framework to test our algorithms.
Try to improve the generalization ability of CNN.