FIN Status Report 2017-2-20

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2017年2月20日 (一) 08:07Wangyang讨论 | 贡献的版本

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Yang Wang

give a talk about understanding deep learning.
try RMSProp optimizer, weight decay and obtain smooth predicted sequences.
try industry stock and obtain highly correlated predicted sequence.
try to add index data and obtain more accurate predicted value.

study the stock selecting model.
study the architecture of the network.

Yuxin Zhang


Yaodong Wang

make a view in mysql , handle undating data and choose the stable stock

multiple factor analysis

Tongzheng Ren

Implement: regularization: L2-norm, dropout, batch normalization(including some bugs) filters: MA, wavelet Implement index data. Improve strategy.

Improve strategy.