FIN Status Report 2016-10-31

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2016年10月31日 (一) 01:59Wangyang讨论 | 贡献的版本

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Yang Wang

Do some experiments with DRRL. Discuss with Yuxin Zhang about how to modified my code.

Do some survey about quantitative finance and arrange some tasks for our group. Try to improve DRRL.

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.