FIN Status Report 2017-2-20

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2017年2月20日 (一) 08:08Zhangyuxin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

Try to use DDPG to predict a better limit order price.

Debugging DDPG and do experiments.

Yaodong Wang

Pick stable stocks and Leading stocks

Continue to pick Leading stocks and Make database smoothy to use

Tongzheng Ren

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

Improve strategy.