“FIN Status Report 2016-11-28”版本间的差异

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establish a backtesting framework <br>
 
do backtesting to the models. <br>
 
do backtesting to the models. <br>
  

2016年11月28日 (一) 05:18的版本

People Last Week This Week
Yang Wang

check drrl and dqt.
confirm that the fitted model of drrl can make profit.

establish a backtesting framework
do backtesting to the models.

Yuxin Zhang

Use 1min daily data for dqt and acquire good results.
Design automated network establishing strategy.
Read some papers about local minima in training neural networks.

Try to add factors as part of the input data.
Implement experiments of drrl using 1min data.