“FIN Status Report 2016-11-07”版本间的差异

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Do some experiments with DRRL. <br>
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Discuss with Yuxin Zhang about how to modify my code.
 
Discuss with Yuxin Zhang about how to modify my code.
  

2016年11月7日 (一) 05:43的版本

People Last Week This Week
Yang Wang


Discuss with Yuxin Zhang about how to modify my code.

Do some survey about quantitative finance and arrange some tasks for our group.
Try to improve DRRL.

Yuxin Zhang

Add normalization to the input data and get better experiment results.
Try different values of parameters and find more suitable settings.
Use multiple stocks for training to improve the performance of the algorithm.

Try to use high frequency stock data as inputs.