FIN Status Report 2016-11-07

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2016年11月8日 (二) 14:13Wangyang讨论 | 贡献的版本

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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. Sharing session WY

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.