“FIN Status Report 2017-7-17”版本间的差异

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| Xin Jing||
 
| Xin Jing||
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1. Wrote a demo using RNN which adds two integers together; experimented with different parameters that could influence the results.(number of hidden layers, optimization methods, etc.)
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1. implemented an RNN for dynamic hedge. The RNN has 3 time steps with the output being the hedge ratio. The results look very close to the baseline model.
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2. came up with several kinds of RNN that can possibly solve our problem.
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3. Got several kinds of Forex data, cleaned the data, ran these data using the old hedging method.
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Implement our model using RNN
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2. Adjust the parameters of the model and get better results.
  
 
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2017年7月18日 (二) 11:04的最后版本

People Last Week This Week
Yang Wang

1. implement the stock selection model report

1. improve the model 2. learn the events driven strategy.

Xin Jing

1. implemented an RNN for dynamic hedge. The RNN has 3 time steps with the output being the hedge ratio. The results look very close to the baseline model.

2. Adjust the parameters of the model and get better results.

取自“http://cslt.org/mediawiki/index.php?title=FIN_Status_Report_2017-7-17&oldid=28014”