“FIN Status Report 2017-2-13”版本间的差异
来自cslt Wiki
第9行: | 第9行: | ||
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test our strategy | test our strategy | ||
+ | 1. impact of the optimizer<br> | ||
+ | 2. impact of the clipping<br> | ||
+ | 3. investigate the volatility problem on noisy cosine. | ||
+ | 4. improve our strategy. | ||
|- | |- | ||
| Yuxin Zhang|| | | Yuxin Zhang|| |
2017年2月13日 (一) 05:21的版本
People | Last Week | This Week |
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Yang Wang |
read some papers. |
test our strategy
1. impact of the optimizer |
Yuxin Zhang |
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Yaodong Wang |
make a view in mysql , handle undating data and choose the stable stock |
multiple factor analysis |
Tongzheng Ren |
Implement the strategy. |
Test our strategy. |