FIN Status Report 2017-4-17

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2017年4月20日 (四) 04:18Zhangyuxin（讨论 | 贡献）的版本

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Yang Wang

debug dfp and do some experiments.
can control the performance on the training dataset by setting the goal, but it performs poorly on the testing dataset

improve dfp

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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