“FIN Status Report 2017-2-20”版本间的差异

2017年2月20日 (一) 08:08的最后版本

People	Last Week	This Week
Yang Wang	give a talk about understanding deep learning. try RMSProp optimizer, weight decay and obtain smooth predicted sequences. try industry stock and obtain highly correlated predicted sequence. try to add index data and obtain more accurate predicted value.	study the stock selecting model. study the architecture of the network.
Yuxin Zhang	Try to use DDPG to predict a better limit order price.	Debugging DDPG and do experiments.
Yaodong Wang	Pick stable stocks and Leading stocks	Continue to pick Leading stocks and Make database smoothy to use
Tongzheng Ren	Implement: regularization: L2-norm, dropout, batch normalization(including some bugs) filters: MA, wavelet Implement index data. Improve strategy.	Improve strategy.

@@ 第4行： / 第4行： @@
 |-
 | Yang Wang||
-read some papers.<br>
+give a talk about understanding deep learning.<br>
-found some bugs in our code.
+try RMSProp optimizer, weight decay and obtain smooth predicted sequences.<br>
+try industry stock and obtain highly correlated predicted sequence.<br>
+try to add index data and obtain more accurate predicted value.
+||
+study the stock selecting model.<br>
+study the architecture of the network.
-||
-test our strategy<br>
-. impact of the optimizer<br>
-. impact of the clipping<br>
-. investigate the volatility problem on noisy cosine.<br>
-. improve our strategy.<br>
-.different stock set.
 |-
 | Yuxin Zhang||
-<br>
+Try to use DDPG to predict a better limit order price.<br>
 ||
+Debugging DDPG and do experiments.
 |-
 |-
 | Yaodong Wang||
-make a view in mysql , handle undating data and choose the stable stock
+Pick stable stocks and  Leading stocks
 ||
-multiple factor analysis
+Continue to pick Leading stocks and Make database smoothy  to use
 |-
 | Tongzheng Ren||
-Implement the strategy.
+Implement:<br>
+regularization: L2-norm, dropout, batch normalization(including some bugs)<br>
+filters: MA, wavelet<br>
+Implement index data.<br>
+Improve strategy.<br>
 ||
-Test our strategy.
+Improve strategy.
 |}