Work-progress 2017.08
来自cslt Wiki
Daily Report
| Date | Person | start | leave | hours | plan | status |
|---|---|---|---|---|---|---|
| 2017.8.1 | Xin Jing | 10:00A.M | 7P.M | 8h | change the batch size of the most basic model to 1 (the model with only past returns as inputs) | Amazingly, the results became very stable, and with minor adjustment of number of hidden states, our RNN model outperforms base line model markedly. |
| 2017.8.2 | Xin Jing | 10:00A.M | 7P.M | 8h | add DCC-bivariate Garch as a baseline | implementing DCC-bivariate GARCH |
| 2017.8.3 | Xin Jing | 10:00A.M | 7P.M | 8h | add DCC-bivariate Garch as a baseline | implemented DCC-bivariate GARCH |
| 2017.8.7 | Xin Jing | 10:00A.M | 7P.M | 8h | proof reading for chapter 1 of Professor Wang's book | proof reading for chapter 1 of Professor Wang's book |
| 2017.8.9 | Xin Jing | 10:00A.M | 7P.M | 8h | proof reading for chapter 1 of Professor Wang's book | proof reading for chapter 1 of Professor Wang's book |
| 2017.8.10 | Xin Jing | 10:00A.M | 7P.M | 8h | correcting chapter 3 of Professor Wang's book | correcting chapter 3 of Professor Wang's book |
| 2017.8.11 | Xin Jing | 10:00A.M | 7P.M | 8h | correcting chapter 3 of Professor Wang's book | correcting chapter 3 of Professor Wang's book |
