“FIN Status Report 2016-11-07”版本间的差异

2016年11月14日 (一) 02:03的最后版本

People	Last Week	This Week
Yang Wang	Finish cos simulation and linear simulation of DQT and DRRL. Develop a display platform.	Improve our platform. Read materials about multi-fator model.
Yuxin Zhang	Do experiments using manually generated data. Try to use high-frequency stock data but failed to get better results.	Try to figure out why the algorithm does not work well on market data.

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 |-
 | Yang Wang||
-Do some experiments with DRRL. <br>
+Finish cos simulation and linear simulation of DQT and DRRL.<br>
-Discuss with Yuxin Zhang about how to modify my code.
+Develop a display platform.
 ||
-Do some survey about quantitative finance and arrange some tasks for our group. <br>
+Improve our platform. <br>
-Try to improve DRRL.
+Read materials about multi-fator model.
 |-
 | Yuxin Zhang||
-Add normalization to the input data and get better experiment results. <br>
+Do experiments using manually generated data. <br>
-Try different values of parameters and find more suitable settings.<br>
+Try to use high-frequency stock data but failed to get better results.<br>
-Use multiple stocks for training to improve the performance of the algorithm.
 ||
-Try to use high frequency stock data as inputs.
+Try to figure out why the algorithm does not work well on market data.
 |}