“FIN Status Report 2017-2-20”版本间的差异

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give a talk about understanding deep learning.<br>
 
give a talk about understanding deep learning.<br>
 
try RMSProp optimizer, weight decay and obtain smooth predicted sequences.<br>
 
try RMSProp optimizer, weight decay and obtain smooth predicted sequences.<br>
try industry stock and obtain high correlation predicted sequence.<br>
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try industry stock and obtain highly correlated predicted sequence.<br>
try to add index data and obtain more accuracy predicted value.
+
try to add index data and obtain more accurate predicted value.
 
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test our strategy<br>
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study the stock selecting model.<br>
1. impact of the optimizer<br>
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study the architecture of the network.
2. impact of the clipping<br>
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3. investigate the volatility problem on noisy cosine.<br>
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4. improve our strategy.<br>
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5.different stock set.
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| Yuxin Zhang||  
 
| Yuxin Zhang||  

2017年2月20日 (一) 08:07的版本

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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


Yaodong Wang

make a view in mysql , handle undating data and choose the stable stock

multiple factor analysis

Tongzheng Ren

Implement: regularization: L2-norm, dropout, batch normalization(including some bugs) filters: MA, wavelet Implement index data. Improve strategy.

Improve strategy.