“FIN Status Report 2017-4-17”版本间的差异

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| Yaodong Wang|| explore the future contract and organize the data for nips
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| Yaodong Wang||  
  
|| Continue organizing the data
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| Tongzheng Ren||Implement volume, run the test.
 
| Tongzheng Ren||Implement volume, run the test.

2017年4月20日 (四) 04:23的版本

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Yang Wang

Modify the model architecture to share parameters when extracting features.
The results shows that the training is right.

1. Investigate the impact of various regularization.
2. Online learning


Yuxin Zhang

Help check code of BullTrader.
Discuss dfp model and run tests.

Help improve the dfp model and run more tests.

Yaodong Wang
Tongzheng Ren Implement volume, run the test. Prepare the baseline.