cslt Wiki - 用户贡献 [zh-cn]

FIN Status Report 2017-11-06

2017-11-07T06:32:15Z

Wangyd：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||

1. study the multi factor model

||
1. develop multi factor model. 
2. extended experiments of RACORN-K.

|-
| Yaodong Wang||

1. manage code and data

||
1. calculate factors
2. review a paper

|}

FIN Status Report 2017-11-06

2017-11-07T06:30:12Z

Wangyd：

Work-progress 2017.06

2017-06-07T10:52:55Z

Wangyd：

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="2"|2017.6.1
|Xin Jing ||10:00A.M|| 6P.M|| 8h ||study neural networks|| presentation and improved the baseline
|-
|Yaodong Wang ||9A.M|| 7P.M|| 10h ||share a paper || share a paper
|-
| rowspan="2"|2017.6.2
|Xin Jing || || || || ||
|-
|Yaodong Wang ||8:40A.M|| 7P.M|| 10h || study some code || study some code about mpl and rnn
|-
| rowspan="2"|2017.6.5
|Xin Jing || || || || ||
|-
|Yaodong Wang ||8:40A.M|| 7P.M|| 10h || study lstm || study some code about lstm
|-
| rowspan="2"|2017.6.7
|Xin Jing || || || || ||
|-
|Yaodong Wang ||8:40A.M|| 7P.M|| 10h || study some lstm || write some code about lstm
|-
|}

Work-progress 2017.06

2017-06-07T10:52:41Z

Wangyd：

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="2"|2017.6.1
|Xin Jing ||10:00A.M|| 6P.M|| 8h ||study neural networks|| presentation and improved the baseline
|-
|Yaodong Wang ||9A.M|| 7P.M|| 10h ||share a paper || share a paper
|-
| rowspan="2"|2017.6.2
|Xin Jing || || || || ||
|-
|Yaodong Wang ||8:40A.M|| 7P.M|| 10h || study some code || study some code about mpl and rnn
|-
| rowspan="2"|2017.6.5
|Xin Jing || || || || ||
|-
|Yaodong Wang ||8:40A.M|| 7P.M|| 10h || study lstm || study some code about lstm
|-
| rowspan="2"|2017.6.2
|Xin Jing || || || || ||
|-
|Yaodong Wang ||8:40A.M|| 7P.M|| 10h || study some lstm || write some code about lstm
|-
|}

Work-progress 2017.06

2017-06-02T10:02:14Z

Wangyd：以“===Daily Report=== {|class="wikitable" ! Date !! Person !! start!! leave !! hours !! plan !!status |- | rowspan="2"|2017.6.1 |Xin Jing ||10:00A.M|| 6P.M|| 8h ||st...”为内容创建页面

Daily report

2017-06-02T10:01:41Z

Wangyd：/* Work Process */

=Finance Processing Team Schedule=

==Members==

===Current Members===
* Yang Wang
* Yuxin Zhang
* Tongzheng Ren
* Yaodong Wang

===Former Members===
* Rong Liu: You Ku

==Work Process==
[[work-progress 2017.06]]

[[work-progress 2017.05]]

[[work-progress 2017.04]]

[[work-progress 2017.03]]

[[work-progress 2017.02]]

[[work-progress 2017.01]]

[[work-progress 2016.12]]

Work-progress 2017.05

2017-06-02T10:00:39Z

Wangyd：

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="3"|2017.5.22
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||1P.M|| 6P.M|| 5h ||help jingxin || help JingXin with some work
|-
|Xin Jing ||9A.M|| 6P.M|| 9h ||to get familiar with things|| read about derivatives
|-
| rowspan="1"|2017.5.23
|Xin Jing ||9A.M|| 6P.M|| 9h ||reading|| read about hedging strategies
|-
| rowspan="3"|2017.5.24
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10A.M|| 6P.M|| 8h ||read paper || study vecm-garch
|-
|Xin Jing ||9:30A.M|| 6P.M|| 8h ||reading|| read the paper about dynamic hedging
|-
| rowspan="1"|2017.5.25
|Xin Jing ||9:30A.M|| 6P.M|| 8h ||read the paper|| explored necessary time series techniques
|-
| rowspan="3"|2017.5.26
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10A.M|| 7P.M|| 9h ||read a paper || study SOM algorithm
|-
|Xin Jing ||9:30A.M|| 6P.M|| 8h ||read the paper|| explored necessary time series techniques
|-
| rowspan="1"|2017.5.27
|Xin Jing ||9:45A.M|| 6P.M|| 8h ||try to get the data|| started coding for the baseline
|-
| rowspan="1"|2017.5.30
|Xin Jing ||9:45A.M|| 6P.M|| 8h ||coding for the baseline|| made the slides for presentation
|-
| rowspan="1"|2017.5.31
|Xin Jing ||10:00A.M|| 6P.M|| 8h ||study neural networks|| studied neural networks
|-
| rowspan="2"|2017.6.1
|Xin Jing ||10:00A.M|| 6P.M|| 8h ||study neural networks|| presentation and improved the baseline
|-
|Yaodong Wang ||9A.M|| 7P.M|| 10h ||share a paper || share a paper
|-
| rowspan="2"|2017.6.2
|Xin Jing || || || || ||
|-
|Yaodong Wang ||8:40A.M|| 7P.M|| 10h || study some code || study some code about mpl and rnn
|-
|}

Work-progress 2017.05

2017-06-02T10:00:10Z

Wangyd：

Work-progress 2017.05

2017-06-02T09:57:23Z

Wangyd：

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="3"|2017.5.22
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||1P.M|| 6P.M|| 5h ||help jingxin || help JingXin with some work
|-
|Xin Jing ||9A.M|| 6P.M|| 9h ||to get familiar with things|| read about derivatives
|-
| rowspan="1"|2017.5.23
|Xin Jing ||9A.M|| 6P.M|| 9h ||reading|| read about hedging strategies
|-
| rowspan="3"|2017.5.24
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10A.M|| 6P.M|| 8h ||read paper || study vecm-garch
|-
|Xin Jing ||9:30A.M|| 6P.M|| 8h ||reading|| read the paper about dynamic hedging
|-
| rowspan="1"|2017.5.25
|Xin Jing ||9:30A.M|| 6P.M|| 8h ||read the paper|| explored necessary time series techniques
|-
| rowspan="3"|2017.5.26
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10A.M|| 7P.M|| 9h ||read a paper || study SOM algorithm
|-
|Xin Jing ||9:30A.M|| 6P.M|| 8h ||read the paper|| explored necessary time series techniques
|-
| rowspan="1"|2017.5.27
|Xin Jing ||9:45A.M|| 6P.M|| 8h ||try to get the data|| started coding for the baseline
|-
| rowspan="1"|2017.5.30
|Xin Jing ||9:45A.M|| 6P.M|| 8h ||coding for the baseline|| made the slides for presentation
|-
| rowspan="1"|2017.5.31
|Xin Jing ||10:00A.M|| 6P.M|| 8h ||study neural networks|| studied neural networks
|-
| rowspan="1"|2017.6.1
|Xin Jing ||10:00A.M|| 6P.M|| 8h ||study neural networks|| presentation and improved the baseline
|-
|Yaodong Wang ||9A.M|| 7P.M|| 10h ||share a paper || share a paper
|-
| rowspan="1"|2017.6.2
|Xin Jing || || || || ||
|-
|Yaodong Wang ||8:40A.M|| 7P.M|| 10h || study some code about mpl and rnn || study some code about mpl and rnn
|-
|}

Finance-weekly-reading

2017-06-01T02:54:53Z

Wangyd：

{|class='wikitable'
!Time !! Title !! Leader !! Paper
|-
|2015-08-03 ||Detect & Describe: Deep learning of bank stress in the news || Dong Wang || Samuel Ronnqvist, Peter Sarlin, arxiv 2015.07.25 [[http://arxiv.org/pdf/1507.07870.pdf pdf]]
|-
|2015-08-05 ||Analysis of Hidden Markov Models and Support vector machines in financial applications|| Rong Liu || Satish Rao Jerry Hong 2010[http://www.eecs.berkeley.edu/Pubs/TechRpts/2010/EECS-2010-63.pdf pdf]
|-
|2015-08-10 ||NEURAL NETWORKS APPLIED TO STOCK MARKET FORECASTING: AN EMPIRICAL ANALYSIS|| Yang Yu || Leandro Maciel, Rosangela Ballini 2010 [http://cslt.riit.tsinghua.edu.cn/mediawiki/images/7/76/NEURAL_NETWORKS_APPLIED_TO_STOCK_MARKET_FORECASTING_AN_EMPIRICAL_ANALYSIS.pdf pdf]
|-
|2015-08-12 ||A Decision Tree-Rough Set Hybrid System for Stock Market Trend Prediction|| Rong Liu || 2010 [http://www.ijcaonline.org/volume6/number9/pxc3871449.pdf pdf]
|-
|2015-08-12 ||A Comparision of Three Network Portfolio Selection Methods || Dong Wang || 2015 [http://arxiv.org/pdf/1512.01905.pdf pdf]
|-
|2016-06-12 ||Online Portfolio Selection: A Survey || Maoning Wang|| January 2014 [http://cslt.riit.tsinghua.edu.cn/mediawiki/images/9/9b/A35-li.pdf pdf]
|-
|2016-06-12 ||SEQUENTIALMONTECARLOSAMPLINGFORCORRELATEDLATENTLONG-MEMORY TIME-SERIE || Maoning Wang|| ICASSP 2016 [http://cslt.riit.tsinghua.edu.cn/mediawiki/images/b/b4/0006580.pdf pdf]
|-
|2016-06-17 ||PAMR: Passive Aggressive Mean Reversion Strategy for Portfolio Selection|| Author: LiBin|| Machine Learning May 2012, Volume 87, Issue 2, pp 221-258 [http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.421.579&rep=rep1&type=pdf pdf]
|-
|2016-06-17 ||随机微分方程简介|| Author: 陈堰平|| ppt 2008年12月14日 [http://cos.name/wp-content/uploads/2008/12/stochastic-differential-equation-with-r.pdf pdf]
|-
|2016-06-24 ||Where are contrarian profits due to stock market overreaction|| Caixia Wang|| [http://www.finance.martinsewell.com/stylized-facts/dependence/LoMacKinlay1990.pdf pdf]
|-
|2016-07-16 ||Sentiment Analysis in Finance Market Forcast||Dong Wang || [http://wangd.cslt.org/talks/pdf/SentimentAnalysisinFinanceMarketForcast.pptx slides]
|-
|2016-08-20 ||经管量化分析研讨会|| -||[[媒体文件:套利相关策略介绍章总.pdf|套利相关策略介绍_章总]] [[媒体文件:资管行业杨忆风 20160617.pdf|资管行业_杨忆风]] [[媒体文件:多因子量化模型简介_201600813.pdf |多因子模型_杨忆风]] [[媒体文件:汪洋-DQNStock.pdf | DQNStock_汪洋]]
|-
|2016-09-20 ||Deep Q-learning||Dong Wang || [http://arxiv.org/pdf/1509.02971v5.pdf paper1] [http://www.iclr.cc/lib/exe/fetch.php?media=iclr2015:silver-iclr2015.pdf slides]
|-
|2016-11-12 ||Generative Adversarial Nets||Yang Wang || [http://cslt.riit.tsinghua.edu.cn/mediawiki/images/c/c9/Generative_adversarial_network.pdf slides]
|-
|2017-01-01 ||Deep Direct Reinforcement Learning for Financial Signal Representation and Trading||Yang Wang || [[媒体文件:07407387.pdf|paper]]
|-
|2017-02-08 ||Value Iteration Networks||Yang Wang || [[媒体文件:Value-iteration-networks.pdf|paper]]
|-
|2017-02-08 ||TOWARDS PRINCIPLED METHODS FOR TRAINING GENERATIVE ADVERSARIAL NETWORKS||Yang Wang || [[媒体文件:TOWARDS_PRINCIPLED_METHODS_FOR_TRAINING.pdf |paper]]
|-
|2017-02-08 ||Wasserstein GAN||Yang Wang || [[媒体文件:Wasserstein_GAN.pdf |paper]]
|-
|2017-02-13 ||UNDERSTANDING DEEP LEARNING REQUIRES RETHINKING GENERALIZATION||Yang Wang || [[媒体文件:UNDERSTANDING_DEEP_LEARNING_REQUIRES_RETHINKING_GENERALIZATION.pdf |paper]] [[媒体文件:Review_understanding_deep_learning_requires_rethinking_generalization.pdf | slides]]
|-
|2017-02-23 ||LEARNING TO ACT BY PREDICTING THE FUTURE||Yang Wang || [[媒体文件:LEARNING_TO_ACT_BY_PREDICTING_THE_FUTURE.pdf |paper]]
|-
|2017-06-01 ||Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures||Xin Jing || [[媒体文件:Dynamic Hedging - Kroner and Sultan (JFQA, 1993).pdf |paper]][[媒体文件:Slides_for_Dynamic_Hedage.pdf | slides]]
|-
|2017-06-01 ||A_clustering_time_series_model_for_the_optimal_hedge_ratio_decision_making||Wang Yaodong|| [[媒体文件:A_clustering_time_series_model_for_the_optimal_hedge_ratio_decision_making.pdf ‎ |paper]][[媒体文件:A_clustering_time_series_model_for_the_optimal_hedge_ratio.pptx | slides]]
|}

文件:A clustering time series model for the optimal hedge ratio.pptx

2017-06-01T02:54:04Z

Wangyd：Wangyd上传“文件:A clustering time series model for the optimal hedge ratio.pptx”的新版本

文件:A clustering time series model for the optimal hedge ratio.pptx

2017-06-01T02:53:42Z

Wangyd：

Finance-weekly-reading

2017-06-01T02:52:25Z

Wangyd：

{|class='wikitable'
!Time !! Title !! Leader !! Paper
|-
|2015-08-03 ||Detect & Describe: Deep learning of bank stress in the news || Dong Wang || Samuel Ronnqvist, Peter Sarlin, arxiv 2015.07.25 [[http://arxiv.org/pdf/1507.07870.pdf pdf]]
|-
|2015-08-05 ||Analysis of Hidden Markov Models and Support vector machines in financial applications|| Rong Liu || Satish Rao Jerry Hong 2010[http://www.eecs.berkeley.edu/Pubs/TechRpts/2010/EECS-2010-63.pdf pdf]
|-
|2015-08-10 ||NEURAL NETWORKS APPLIED TO STOCK MARKET FORECASTING: AN EMPIRICAL ANALYSIS|| Yang Yu || Leandro Maciel, Rosangela Ballini 2010 [http://cslt.riit.tsinghua.edu.cn/mediawiki/images/7/76/NEURAL_NETWORKS_APPLIED_TO_STOCK_MARKET_FORECASTING_AN_EMPIRICAL_ANALYSIS.pdf pdf]
|-
|2015-08-12 ||A Decision Tree-Rough Set Hybrid System for Stock Market Trend Prediction|| Rong Liu || 2010 [http://www.ijcaonline.org/volume6/number9/pxc3871449.pdf pdf]
|-
|2015-08-12 ||A Comparision of Three Network Portfolio Selection Methods || Dong Wang || 2015 [http://arxiv.org/pdf/1512.01905.pdf pdf]
|-
|2016-06-12 ||Online Portfolio Selection: A Survey || Maoning Wang|| January 2014 [http://cslt.riit.tsinghua.edu.cn/mediawiki/images/9/9b/A35-li.pdf pdf]
|-
|2016-06-12 ||SEQUENTIALMONTECARLOSAMPLINGFORCORRELATEDLATENTLONG-MEMORY TIME-SERIE || Maoning Wang|| ICASSP 2016 [http://cslt.riit.tsinghua.edu.cn/mediawiki/images/b/b4/0006580.pdf pdf]
|-
|2016-06-17 ||PAMR: Passive Aggressive Mean Reversion Strategy for Portfolio Selection|| Author: LiBin|| Machine Learning May 2012, Volume 87, Issue 2, pp 221-258 [http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.421.579&rep=rep1&type=pdf pdf]
|-
|2016-06-17 ||随机微分方程简介|| Author: 陈堰平|| ppt 2008年12月14日 [http://cos.name/wp-content/uploads/2008/12/stochastic-differential-equation-with-r.pdf pdf]
|-
|2016-06-24 ||Where are contrarian profits due to stock market overreaction|| Caixia Wang|| [http://www.finance.martinsewell.com/stylized-facts/dependence/LoMacKinlay1990.pdf pdf]
|-
|2016-07-16 ||Sentiment Analysis in Finance Market Forcast||Dong Wang || [http://wangd.cslt.org/talks/pdf/SentimentAnalysisinFinanceMarketForcast.pptx slides]
|-
|2016-08-20 ||经管量化分析研讨会|| -||[[媒体文件:套利相关策略介绍章总.pdf|套利相关策略介绍_章总]] [[媒体文件:资管行业杨忆风 20160617.pdf|资管行业_杨忆风]] [[媒体文件:多因子量化模型简介_201600813.pdf |多因子模型_杨忆风]] [[媒体文件:汪洋-DQNStock.pdf | DQNStock_汪洋]]
|-
|2016-09-20 ||Deep Q-learning||Dong Wang || [http://arxiv.org/pdf/1509.02971v5.pdf paper1] [http://www.iclr.cc/lib/exe/fetch.php?media=iclr2015:silver-iclr2015.pdf slides]
|-
|2016-11-12 ||Generative Adversarial Nets||Yang Wang || [http://cslt.riit.tsinghua.edu.cn/mediawiki/images/c/c9/Generative_adversarial_network.pdf slides]
|-
|2017-01-01 ||Deep Direct Reinforcement Learning for Financial Signal Representation and Trading||Yang Wang || [[媒体文件:07407387.pdf|paper]]
|-
|2017-02-08 ||Value Iteration Networks||Yang Wang || [[媒体文件:Value-iteration-networks.pdf|paper]]
|-
|2017-02-08 ||TOWARDS PRINCIPLED METHODS FOR TRAINING GENERATIVE ADVERSARIAL NETWORKS||Yang Wang || [[媒体文件:TOWARDS_PRINCIPLED_METHODS_FOR_TRAINING.pdf |paper]]
|-
|2017-02-08 ||Wasserstein GAN||Yang Wang || [[媒体文件:Wasserstein_GAN.pdf |paper]]
|-
|2017-02-13 ||UNDERSTANDING DEEP LEARNING REQUIRES RETHINKING GENERALIZATION||Yang Wang || [[媒体文件:UNDERSTANDING_DEEP_LEARNING_REQUIRES_RETHINKING_GENERALIZATION.pdf |paper]] [[媒体文件:Review_understanding_deep_learning_requires_rethinking_generalization.pdf | slides]]
|-
|2017-02-23 ||LEARNING TO ACT BY PREDICTING THE FUTURE||Yang Wang || [[媒体文件:LEARNING_TO_ACT_BY_PREDICTING_THE_FUTURE.pdf |paper]]
|-
|2017-06-01 ||Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures||Xin Jing || [[媒体文件:Dynamic Hedging - Kroner and Sultan (JFQA, 1993).pdf |paper]][[媒体文件:Slides_for_Dynamic_Hedage.pdf | slides]]
|-
|2017-06-01 ||Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures||Xin Jing || [[媒体文件:A_clustering_time_series_model_for_the_optimal_hedge_ratio_decision_making.pdf ‎ |paper]][[媒体文件:Slides_for_Dynamic_Hedage.pdf | slides]]
|}

文件:A clustering time series model for the optimal hedge ratio decision making.pdf

2017-06-01T02:44:22Z

Wangyd：

Work-progress 2017.05

2017-05-26T10:06:17Z

Wangyd：

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="2"|2017.5.22
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||1P.M|| 6P.M|| 5h ||help jingxin || help JingXin with some work
|-
|-
| rowspan="2"|2017.5.24
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10A.M|| 6P.M|| 8h ||read paper || study vecm-garch
|-
| rowspan="2"|2017.5.26
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10A.M|| 7P.M|| 9h ||read a paper || study SOM algorithm
|-
|}

Work-progress 2017.05

2017-05-26T10:05:04Z

Wangyd：

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="2"|2017.5.24
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10A.M|| 6P.M|| 8h ||read paper || study vecm-garch
|-
| rowspan="2"|2017.5.26
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10A.M|| 7P.M|| 9h ||read a paper || study SOM algorithm
|-
|}

Work-progress 2017.05

2017-05-26T10:03:32Z

Wangyd：以“===Daily Report=== {|class="wikitable" ! Date !! Person !! start!! leave !! hours !! plan !!status |- | rowspan="2"|2017.5.26 |Tongzheng Ren |||| || || || |-...”为内容创建页面

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="2"|2017.5.26
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10A.M|| 7P.M|| 9h ||read a paper || study SOM algorithm
|}

Daily report

2017-05-26T10:01:31Z

Wangyd：/* Work Process */

=Finance Processing Team Schedule=

==Members==

===Current Members===
* Yang Wang
* Yuxin Zhang
* Tongzheng Ren
* Yaodong Wang

===Former Members===
* Rong Liu: You Ku

==Work Process==
[[work-progress 2017.05]]

[[work-progress 2017.04]]

[[work-progress 2017.03]]

[[work-progress 2017.02]]

[[work-progress 2017.01]]

[[work-progress 2016.12]]

Work-progress 2017.04

2017-04-14T11:33:14Z

Wangyd：

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="2"|2017.4.14
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10A.M|| 10P.M|| 12h ||make the sp500 database better || finish updting the sp500 database
|-
| rowspan="2"|2017.4.12
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||9:30 A.M|| 10P.M|| 12h || Explore the h* || read some papers and organize some data
|-
|-
| rowspan="2"|2017.4.11
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||9:30.M|| 10P.M|| 12h ||Explore the h* || read some papers
|-

|-
| rowspan="2"|2017.4.7
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||9:30.M|| 10P.M|| 12h ||Explore the strategy about future contract || explore the h* and insert datas
|-

|-
| rowspan="2"|2017.4.6
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||10 P.M||12h || Explore future contract || Read some reports and books about future contract
|-

|-
| rowspan="2"|2017.4.2
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||2 P.M||10 P.M||8h ||Read a book about statistical arbitrage and Explore future contract || Study pair trading and find future contract data
|-
|}

FIN Status Report 2017-4-10

2017-04-14T11:28:41Z

Wangyd：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| 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||
Develop news web spiders. 
Learn to use BullTrader.
||
Help improve dfp.
|-

|-
| 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.

|}

Work-progress 2017.04

2017-04-07T14:37:14Z

Wangyd：

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="2"|2017.4.7
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||9:30.M|| 10P.M|| 12h ||Explore the strategy about future contract || explore the h* and insert datas
|-

|-
| rowspan="2"|2017.4.6
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||10 P.M||12h || Explore future contract || Read some reports and books about future contract
|-

|-
| rowspan="2"|2017.4.2
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||2 P.M||10 P.M||8h ||Read a book about statistical arbitrage and Explore future contract || Study pair trading and find future contract data
|-
|}

Work-progress 2017.04

2017-04-07T14:36:47Z

Wangyd：

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="2"|2017.4.7
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||9:30.M|| || ||Explore the strategy about future contract || explore the h* and insert datas
|-

|-
| rowspan="2"|2017.4.6
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||10 P.M||12h || Explore future contract || Read some reports and books about future contract
|-

|-
| rowspan="2"|2017.4.2
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||2 P.M||10 P.M||8h ||Read a book about statistical arbitrage and Explore future contract || Study pair trading and find future contract data
|-
|}

Work-progress 2017.04

2017-04-07T00:59:30Z

Wangyd：/* Daily Report */

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="2"|2017.4.7
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||9:30.M|| || ||Explore the strategy about future contract ||
|-

|-
| rowspan="2"|2017.4.6
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||10 P.M||12h || Explore future contract || Read some reports and books about future contract
|-

|-
| rowspan="2"|2017.4.2
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||2 P.M||10 P.M||8h ||Read a book about statistical arbitrage and Explore future contract || Study pair trading and find future contract data
|-
|}

Work-progress 2017.04

2017-04-07T00:59:16Z

Wangyd：/* Daily Report */

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="2"|2017.4.7
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||9:30.M|| ||8h ||Explore the strategy about future contract ||
|-

|-
| rowspan="2"|2017.4.6
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||10 P.M||12h || Explore future contract || Read some reports and books about future contract
|-

|-
| rowspan="2"|2017.4.2
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||2 P.M||10 P.M||8h ||Read a book about statistical arbitrage and Explore future contract || Study pair trading and find future contract data
|-
|}

FIN Status Report 2017-4-5

2017-04-06T04:31:21Z

Wangyd：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| 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||
Learn scrapy and selenium. 
Learn trading in the real world with Yansheng.
||
Learn to use BullTrader.
|-

|-
| Yaodong Wang|| Wirte the markdown and explore the future contract

|| Continue exploring the future contract
|-
| Tongzheng Ren||Implement visualize tools

||Improve the performance of dfp

|}

Work-progress 2017.04

2017-04-02T13:09:19Z

Wangyd：/* Daily Report */

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status

|-
| rowspan="2"|2017.4.2
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||2 P.M||10 P.M||8h ||Read a book about statistical arbitrage and Explore future contract || Study pair trading and find future contract data
|-
|}

Work-progress 2017.04

2017-04-02T13:08:53Z

Wangyd：以“===Daily Report=== {|class="wikitable" ! Date !! Person !! start!! leave !! hours !! plan !!status |- | rowspan="2"|2017.3.24 |Tongzheng Ren |||| || || || |-...”为内容创建页面

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status

|-
| rowspan="2"|2017.3.24
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||2 P.M || 10 P.M||8h ||Read a book about statistical arbitrage and Explore future contract || Study pair trading and find future contract data
|-
|}

Daily report

2017-04-02T13:04:38Z

Wangyd：

=Finance Processing Team Schedule=

==Members==

===Current Members===
* Yang Wang
* Yuxin Zhang
* Tongzheng Ren
* Yaodong Wang

===Former Members===
* Rong Liu: You Ku

==Work Process==
[[work-progress 2017.04]]

[[work-progress 2017.03]]

[[work-progress 2017.02]]

[[work-progress 2017.01]]

[[work-progress 2016.12]]

Work-progress 2017.03

2017-03-24T12:15:47Z

Wangyd：

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status

|-
| rowspan="2"|2017.3.24
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10A.M || 10 P.M||12h ||Review the code and Write the markdown || Write a markdown and learn some ML algorithm
|-
|-
| rowspan="2"|2017.3.21
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||2 P.m || 10 P.M||8h ||Finish updating wind data || Finish them
|-
|-
| rowspan="2"|2017.3.20
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang || 2 P.m || 10 P.M||8h ||Study how to update data and make a demo || Study how to update data and make a demo
|-
|}

Work-progress 2017.03

2017-03-24T12:04:08Z

Wangyd：以“===Daily Report=== {|class="wikitable" ! Date !! Person !! start!! leave !! hours !! plan !!status |- | rowspan="2"|2017.2.18 |Tongzheng Ren |||| || || || |-...”为内容创建页面

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status

|-
| rowspan="2"|2017.2.18
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||2 P.m || 10 P.M||8h ||Study how to choose Leading shares || Make up a strategy and Make data ready
|-
|-
| rowspan="2"|2017.2.18
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||2 P.m || 10 P.M||8h ||Study how to choose Leading shares || Make up a strategy and Make data ready
|-
|}

Daily report

2017-03-24T12:02:10Z

Wangyd：/* Work Process */

=Finance Processing Team Schedule=

==Members==

===Current Members===
* Yang Wang
* Yuxin Zhang
* Tongzheng Ren
* Yaodong Wang

===Former Members===
* Rong Liu: You Ku

==Work Process==
[[work-progress 2017.03]]

[[work-progress 2017.02]]

[[work-progress 2017.01]]

[[work-progress 2016.12]]

FIN Status Report 2017-3-23

2017-03-23T03:45:15Z

Wangyd：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||
train the model with different stock set, which consist of 10 stocks belonging to 10 industries. 
digitize the asset and set it as reward, which makes the training and the target more mathing 
clip the gradients, which stabilizes the training 
randomize the goal. Its impact remains to be seen 

||
do more test

|-
| Yuxin Zhang||
Try to use Pyalgotrading to test the algorithm. 
Start to develop algorithm for in-day market timing. 
Did more experiments of ddpg.
||
Test the ddpg algorithm with stock selection algorithm. 
Develop algorithm for in-day market timing.
|-

|-
| Yaodong Wang|| Update new wind data to databases and Write the markdown of code

|| Continue writing the markdown and update data everyday

|-
| Tongzheng Ren|| Review code.

|| Help do test.

|}

FIN Status Report 2017-3-6

2017-03-09T04:47:29Z

Wangyd：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||
training with different stock set, which consist of 10 stocks belonging to 10 industries. 
digitize the asset and set it as reward, which make the training and the target more mathing 
clip gradients, which stabilizes the training 
random goal. Its impact remains to be seen 

||
do more test

|-
| Yuxin Zhang||
Try to use Pyalgotrading to test the algorithm. 
Start to develop algorithm for in-day market timing. 
Did more experiments of ddpg.
||
Test the ddpg algorithm with stock selection algorithm. 
Develop algorithm for in-day market timing.
|-

|-
| Yaodong Wang|| Learn git, pyalgotrade ,CNN and other models

|| help do test

|-
| Tongzheng Ren|| Implement the backtesting strategy for latest use. Help refactoring part of the data process module.

|| Test the new strategy.

|}

FIN Status Report 2017-3-6

2017-03-09T04:47:07Z

Wangyd：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||
training with different stock set, which consist of 10 stocks belonging to 10 industries. 
digitize the asset and set it as reward, which make the training and the target more mathing 
clip gradients, which stabilizes the training 
random goal. Its impact remains to be seen 

||
do more test

|-
| Yuxin Zhang||
Try to use Pyalgotrading to test the algorithm. 
Start to develop algorithm for in-day market timing. 
Did more experiments of ddpg.
||
Test the ddpg algorithm with stock selection algorithm. 
Develop algorithm for in-day market timing.
|-

|-
| Yaodong Wang|| Learn git, pyalgotrade ,CNN and other model

|| help do test

|-
| Tongzheng Ren|| Implement the backtesting strategy for latest use. Help refactoring part of the data process module.

|| Test the new strategy.

|}

FIN Status Report 2017-3-2

2017-03-02T04:39:52Z

Wangyd：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||
Implement the DFP for the game task, which performs well. 
Implement the DFP for stock selecting task. Preliminary experiments show it is promising.
||
Do more experiments to test it.

|-
| Yuxin Zhang||

||

|-

|-
| Yaodong Wang|| Deal with the database and learn pyalgotrade

|| help do tests

|-
| Tongzheng Ren||

||

|}

Work-progress 2017.02

2017-02-20T12:16:26Z

Wangyd：/* Daily Report */

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="2"|2017.2.20
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||9:30 A.m || 9 P.M||11.5 h ||Finish the Leading stocks picking || Have finished it and insert it named 'dragon_stock' to 'stock_set'database
|-
|-
| rowspan="2"|2017.2.18
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||2 P.m || 10 P.M||8h ||Study how to choose Leading shares || Make up a strategy and Make data ready
|-

|-
| rowspan="2"|2017.2.17
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.m || 8:30 P.M||10.5h ||Finish the stable stock picking || Finish it and Have inserted it into stock_set datablase
|-

|-
| rowspan="2"|2017.2.16
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.m || 6:30 P.M||8.5h ||Improve the stock pool data || Finish filtering the susupension condition
|-

|-
| rowspan="2"|2017.2.13
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||9:30 A.m || 6 P.M||8.5h ||Complete the stock pool data || Finish almost of it
|-

|-
| rowspan="2"|2017.2.11
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||1 P.m || 8 P.M||7h ||Deal with making a stock pool in different industries || Complete half
|-

|-
| rowspan="2"|2017.2.10
|Tongzheng Ren |||| || ||Implement the strategy. ||Finish the strategy.
|-
|Yaodong Wang ||9：30 A.M||6:30 P.M ||9 h || Finish the view in the mysql and prepare for updating data || Finish the view and figure out how to get the up-to-date data
|-

|-
| rowspan="2"|2017.2.9
|Tongzheng Ren |||| || ||Try to use the backtesting frame pyalgotrade to implement the strategy. || Know the pyalgotrade frame.
|-
|Yaodong Wang ||9：30 A.M||9 P.M ||12.5 h || Deal with the view in the mysql and different query || Finish half of the view
|-
|}

FIN Status Report 2017-2-20

2017-02-20T08:08:18Z

Wangyd：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| 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||
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.
|}

Work-progress 2017.02

2017-02-16T09:41:28Z

Wangyd：

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="2"|2017.2.16
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.m || 6:30 P.M||8.5h ||Improve the stock pool data || Finish filtering the susupension condition
|-

|-
| rowspan="2"|2017.2.13
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||9:30 A.m || 6 P.M||8.5h ||Complete the stock pool data || Finish almost of it
|-

|-
| rowspan="2"|2017.2.11
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||1 P.m || 8 P.M||7h ||Deal with making a stock pool in different industries || Complete half
|-

|-
| rowspan="2"|2017.2.10
|Tongzheng Ren |||| || ||Implement the strategy. ||Finish the strategy.
|-
|Yaodong Wang ||9：30 A.M||6:30 P.M ||9 h || Finish the view in the mysql and prepare for updating data || Finish the view and figure out how to get the up-to-date data
|-

|-
| rowspan="2"|2017.2.9
|Tongzheng Ren |||| || ||Try to use the backtesting frame pyalgotrade to implement the strategy. || Know the pyalgotrade frame.
|-
|Yaodong Wang ||9：30 A.M||9 P.M ||12.5 h || Deal with the view in the mysql and different query || Finish half of the view
|-
|}

FIN Status Report 2017-2-13

2017-02-13T05:17:42Z

Wangyd：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||
read some papers. 
found some bugs in our code.

||
test our strategy
|-
| Yuxin Zhang||
 

||

|-

|-
| Yaodong Wang||
make a view in mysql , handle undating data and choose the stable stock
||
multiple factor analysis

|-
| Tongzheng Ren||
Implement the strategy.
||
Test our strategy.
|}

Work-progress 2017.02

2017-02-10T09:51:29Z

Wangyd：

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="2"|2017.2.10
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||9：30 A.M||6:30 P.M ||9 h || Finish the view in the mysql and prepare for updating data || Finish the view and figure out how to get the up-to-date data
|-

|-
| rowspan="2"|2017.2.9
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||9：30 A.M||9 P.M ||12.5 h || Deal with the view in the mysql and different query || Finish half of the view
|-
|}

Work-progress 2017.02

2017-02-10T09:49:26Z

Wangyd：

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="2"|2017.2.10
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||9：30 A.M||6:30 P.M ||9 h || Finish the view in the mysql and prepare for updating data || Finish the view
|-

|-
| rowspan="2"|2017.2.9
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||9：30 A.M||9 P.M ||12.5 h || Deal with the view in the mysql and different query || Finish half of the view
|-
|}

Work-progress 2017.02

2017-02-10T09:46:51Z

Wangyd：以“===Daily Report=== {|class="wikitable" ! Date !! Person !! start!! leave !! hours !! plan !!status |- | rowspan="2"|2017.2.10 |Tongzheng Ren |||| || || || |- |...”为内容创建页面

Daily report

2017-02-10T09:09:58Z

Wangyd：/* Work Process */

=Finance Processing Team Schedule=

==Members==

===Current Members===
* Yang Wang
* Yuxin Zhang
* Tongzheng Ren
* Yaodong Wang

===Former Members===
* Rong Liu: You Ku

==Work Process==
[[work-progress 2017.02]]

[[work-progress 2017.01]]

[[work-progress 2016.12]]

Work-progress 2017.01

2017-01-18T11:44:42Z

Wangyd：/* Daily Report */

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="2"|2017.1.18
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||8:30 P.M ||8.5h || Insert three tables into databases || Have finished them
|-
|-
| rowspan="2"|2017.1.16
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||6:30 P.M ||8.5h || Solve the bug in table ASHARETRADINGSUSPENSION and Relaese the databases || Have solved the bug and released the databases
|-
|-
| rowspan="2"|2017.1.15
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||2 P.M||12:00 P.M ||10h || Finish inserting the other data into databases|| Finish inserting the other data into databases
|-
| rowspan="2"|2017.1.14
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||1 P.M||11:30 P.M ||10.5h || Finish the technical report and Inserting the other data into databases|| Finish the technical report and insert one half of datas
|-
|-
| rowspan="2"|2017.1.13
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M|| 12 P.M|| 14h || Finish the technical report and Inserting the other data into databases|| Nearly finish the technical report
|-
|-
| rowspan="2"|2017.1.11
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||6 P.M || 8h || Get another stock data and Make the factor databases easy to use|| Get the data ready and Wait to organize the data
|-
|-
| rowspan="2"|2017.1.10
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||10 P.M || 12h || Complete the month return table ||Finish the half
|-

|-
| rowspan="2"|2017.1.7
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||11 A.M||11 P.M || 12h || Finish all the databases||Finish them all(7)
|-

|-
| rowspan="2"|2017.1.5
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||10:30 P.M || 12.5h || Finish inserting factorData into database ||Finish three databases
|-
|-
| rowspan="2"|2017.1.4
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||9:30 P.M || 11.5h || Finish one half of databases||Studying the fama_macbeth code for python and Finish inserting sp_500 data and 1min_stock data into database
|-

|-
| rowspan="2"|2017.1.3
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||7:30 P.M || 9.5h || Finish the technical report||Making a technical report for testing single factor [[媒体文件:Test_factor.pdf|(here)]]
|-

|}

Work-progress 2017.01

2017-01-16T09:40:04Z

Wangyd：/* Daily Report */

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="2"|2017.1.16
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||6:30 P.M ||8.5h || Solve the bug in table ASHARETRADINGSUSPENSION and Relaese the databases || Have solved the bug and released the databases
|-
|-
| rowspan="2"|2017.1.15
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||2 P.M||12:00 P.M ||10h || Finish inserting the other data into databases|| Finish inserting the other data into databases
|-
| rowspan="2"|2017.1.14
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||1 P.M||11:30 P.M ||10.5h || Finish the technical report and Inserting the other data into databases|| Finish the technical report and insert one half of datas
|-
|-
| rowspan="2"|2017.1.13
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M|| 12 P.M|| 14h || Finish the technical report and Inserting the other data into databases|| Nearly finish the technical report
|-
|-
| rowspan="2"|2017.1.11
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||6 P.M || 8h || Get another stock data and Make the factor databases easy to use|| Get the data ready and Wait to organize the data
|-
|-
| rowspan="2"|2017.1.10
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||10 P.M || 12h || Complete the month return table ||Finish the half
|-

|-
| rowspan="2"|2017.1.7
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||11 A.M||11 P.M || 12h || Finish all the databases||Finish them all(7)
|-

|-
| rowspan="2"|2017.1.5
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||10:30 P.M || 12.5h || Finish inserting factorData into database ||Finish three databases
|-
|-
| rowspan="2"|2017.1.4
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||9:30 P.M || 11.5h || Finish one half of databases||Studying the fama_macbeth code for python and Finish inserting sp_500 data and 1min_stock data into database
|-

|-
| rowspan="2"|2017.1.3
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||7:30 P.M || 9.5h || Finish the technical report||Making a technical report for testing single factor [[媒体文件:Test_factor.pdf|(here)]]
|-

|}

Work-progress 2017.01

2017-01-16T09:38:52Z

Wangyd：/* Daily Report */

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="2"|2017.1.16
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||6:30 P.M ||8.5h || Solve the bug in table ASHARETRADINGSUSPENSION and Relaese the databases || Have Solved the bug and release the databases
|-
|-
| rowspan="2"|2017.1.15
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||2 P.M||12:00 P.M ||10h || Finish inserting the other data into databases|| Finish inserting the other data into databases
|-
| rowspan="2"|2017.1.14
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||1 P.M||11:30 P.M ||10.5h || Finish the technical report and Inserting the other data into databases|| Finish the technical report and insert one half of datas
|-
|-
| rowspan="2"|2017.1.13
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M|| 12 P.M|| 14h || Finish the technical report and Inserting the other data into databases|| Nearly finish the technical report
|-
|-
| rowspan="2"|2017.1.11
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||6 P.M || 8h || Get another stock data and Make the factor databases easy to use|| Get the data ready and Wait to organize the data
|-
|-
| rowspan="2"|2017.1.10
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||10 P.M || 12h || Complete the month return table ||Finish the half
|-

|-
| rowspan="2"|2017.1.7
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||11 A.M||11 P.M || 12h || Finish all the databases||Finish them all(7)
|-

|-
| rowspan="2"|2017.1.5
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||10:30 P.M || 12.5h || Finish inserting factorData into database ||Finish three databases
|-
|-
| rowspan="2"|2017.1.4
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||9:30 P.M || 11.5h || Finish one half of databases||Studying the fama_macbeth code for python and Finish inserting sp_500 data and 1min_stock data into database
|-

|-
| rowspan="2"|2017.1.3
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||7:30 P.M || 9.5h || Finish the technical report||Making a technical report for testing single factor [[媒体文件:Test_factor.pdf|(here)]]
|-

|}

Work-progress 2017.01

2017-01-16T09:38:31Z

Wangyd：/* Daily Report */

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="2"|2017.1.16
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||6:30 P.M ||8.5hh || Solve the bug in table ASHARETRADINGSUSPENSION and Relaese the databases || Have Solved the bug and release the databases
|-
|-
| rowspan="2"|2017.1.15
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||2 P.M||12:00 P.M ||10h || Finish inserting the other data into databases|| Finish inserting the other data into databases
|-
| rowspan="2"|2017.1.14
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||1 P.M||11:30 P.M ||10.5h || Finish the technical report and Inserting the other data into databases|| Finish the technical report and insert one half of datas
|-
|-
| rowspan="2"|2017.1.13
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M|| 12 P.M|| 14h || Finish the technical report and Inserting the other data into databases|| Nearly finish the technical report
|-
|-
| rowspan="2"|2017.1.11
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||6 P.M || 8h || Get another stock data and Make the factor databases easy to use|| Get the data ready and Wait to organize the data
|-
|-
| rowspan="2"|2017.1.10
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||10 P.M || 12h || Complete the month return table ||Finish the half
|-

|-
| rowspan="2"|2017.1.7
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||11 A.M||11 P.M || 12h || Finish all the databases||Finish them all(7)
|-

|-
| rowspan="2"|2017.1.5
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||10:30 P.M || 12.5h || Finish inserting factorData into database ||Finish three databases
|-
|-
| rowspan="2"|2017.1.4
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||9:30 P.M || 11.5h || Finish one half of databases||Studying the fama_macbeth code for python and Finish inserting sp_500 data and 1min_stock data into database
|-

|-
| rowspan="2"|2017.1.3
|Tongzheng Ren |||| || || ||
|-
|Yaodong Wang ||10 A.M||7:30 P.M || 9.5h || Finish the technical report||Making a technical report for testing single factor [[媒体文件:Test_factor.pdf|(here)]]
|-

|}

FIN Status Report 2017-1-16

2017-01-16T05:19:19Z

Wangyd：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||
help Yaodong insert the data into mysql database. 
implement the value network, which still need to be debug. 

||
release the mysql database soon 
debug the value network
|-
| Yuxin Zhang||
Try to add convolutional layers to dqt.
||
Start to develop practical strategy using dqt.
|-

|-
| Yaodong Wang||
Continue inserting the data into databases and Finish the technical report on single factor test[[http://cslt.riit.tsinghua.edu.cn/mediawiki/images/f/f5/Single_factor_test.pdf here]])
||
Release the factor databases and Study the method of choosing stock
|}

FIN Status Report 2017-1-16

2017-01-16T05:18:38Z

Wangyd：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||
help Yaodong insert the data into mysql database. 
implement the value network, which still need to be debug. 

||
release the mysql database soon 
debug the value network
|-
| Yuxin Zhang||
Try to add convolutional layers to dqt.
||
Start to develop practical strategy using dqt.
|-

|-
| Yaodong Wang||
Continue inserting the data into databases and Finish the technical report on single factor test[[http://cslt.riit.tsinghua.edu.cn/mediawiki/images/f/f5/Single_factor_test.pdf] here])
||
Release the factor databases and Study the method of choosing stock
|}

FIN Status Report 2017-1-16

2017-01-16T05:18:02Z

Wangyd：

{| class="wikitable"
!People !! Last Week !! This Week

|-
| Yang Wang||
help Yaodong insert the data into mysql database. 
implement the value network, which still need to be debug. 

||
release the mysql database soon 
debug the value network
|-
| Yuxin Zhang||
Try to add convolutional layers to dqt.
||
Start to develop practical strategy using dqt.
|-

|-
| Yaodong Wang||
Continue inserting the data into databases and Finish the technical report on single factor test([http://cslt.riit.tsinghua.edu.cn/mediawiki/images/f/f5/Single_factor_test.pdf]here)
||
Release the factor databases and Study the method of choosing stock
|}