FIN Status Report 2017-7-10
来自cslt Wiki
People | Last Week | This Week |
---|---|---|
Yang Wang |
1. learn about stock selection model,or called alpha stategy。 2. now doing a stock selection model using decision tree. |
finish the decision tree model. |
Xin Jing |
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.) 2. came up with several kinds of RNN that can possibly solve our problem. 3. Got several kinds of Forex data, cleaned the data, ran these data using the old hedging method. |
Implement our model using RNN |