FIN Status Report 2017-7-17
来自cslt Wiki
| 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. |
