“FIN Status Report 2017-3-6”版本间的差异

来自cslt Wiki
跳转至: 导航搜索
(以“{| class="wikitable" !People !! Last Week !! This Week |- | Yang Wang|| training with different stock set, which consist of 10 stocks belonging to 10 industries. <b...”为内容创建页面)
 
第5行: 第5行:
 
| Yang Wang||
 
| Yang Wang||
 
training with different stock set, which consist of 10 stocks belonging to 10 industries. <br>  
 
training with different stock set, which consist of 10 stocks belonging to 10 industries. <br>  
digitize the asset and set it as reward<br>
+
digitize the asset and set it as reward, which make the training and the target more mathing<br>
clip gradients. stabilizez the training<br>
+
clip gradients, which stabilizes the training<br>
random goal. <br>
+
random goal. Its impact remains to be seen<br>
  
 
||  
 
||  
 
+
do more test
  
 
|-
 
|-

2017年3月9日 (四) 04:46的版本

People Last Week This Week
Yang Wang

training with different stock set, which consist of 10 stocks belonging to 10 industries.
digitize the asset and set it as reward, which make the training and the target more mathing
clip gradients, which stabilizes the training
random goal. Its impact remains to be seen

do more test

Yuxin Zhang

Try to add convolutional layers to the ddpg model.
Use more suitable reward function.

Use Pyalgotrading to test the algorithm.
Start to develop algorithm for in-day market timing.

Yaodong Wang Deal with the database and learn pyalgotrade help do tests
Tongzheng Ren Implement the backtesting strategy for latest use.
Help refactoring part of the data process module.
Test the new strategy.