“FIN Status Report 2016-11-07”版本间的差异

来自cslt Wiki
跳转至： 导航、 搜索
第5行： 第5行：
 
|-
 
|-
 
| Yang Wang||  
 
| Yang Wang||  
−
<br>
+
Finish cos simulation and linear simulation of DQT and DRRL.<br>
−
Discuss with Yuxin Zhang about how to modify my code.
+
Develop a display platform.
  
 
||  
 
||  
−
Do some survey about quantitative finance and arrange some tasks for our group. <br>
+
Improve our platform. <br>
−
Try to improve DRRL.
+
Read materials about multi-fator model.
 
|-
 
|-
 
| Yuxin Zhang||  
 
| Yuxin Zhang||  

2016年11月7日 (一) 05:50的版本

People Last Week This Week
Yang Wang

Finish cos simulation and linear simulation of DQT and DRRL.
Develop a display platform.

Improve our platform.
Read materials about multi-fator model.

Yuxin Zhang

Add normalization to the input data and get better experiment results.
Try different values of parameters and find more suitable settings.
Use multiple stocks for training to improve the performance of the algorithm.

Try to use high frequency stock data as inputs.

取自“http://index.cslt.org/mediawiki/index.php?title=FIN_Status_Report_2016-11-07&oldid=23662”