FIN Status Report 2017-4-17

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2017年4月20日 (四) 04:21Wangyang（讨论 | 贡献）的版本

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Yang Wang

1. Modify the model architecture to share parameters when extracting features.

  The results shows that the training is right.

1. Investigate the impact of kinds of 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 explore the future contract and organize the data for nips Continue organizing the data
Tongzheng Ren Implement volume, run the test. Prepare the baseline.
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