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FIN Status Report 2016-12-05 - 版本历史
2026-04-04T01:51:09Z
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2016年12月5日 (一) 01:56 Zhangyuxin
2016-12-05T01:56:13Z
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<td colspan='2' style="background-color: white; color:black; text-align: center;">←上一版本</td>
<td colspan='2' style="background-color: white; color:black; text-align: center;">2016年12月5日 (一) 01:56的版本</td>
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<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>| Yuxin Zhang||  </div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>| Yuxin Zhang||  </div></td></tr>
<tr><td class='diff-marker'>−</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div><del class="diffchange diffchange-inline">Do comparable experiments </del>to <del class="diffchange diffchange-inline">confirm the efficiency of using 1min data</del>.<br></div></td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div><ins class="diffchange diffchange-inline">Implement multi-layer perceptron classifier </ins>to <ins class="diffchange diffchange-inline">predict rises and downs</ins>.<br></div></td></tr>
<tr><td class='diff-marker'>−</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div><del class="diffchange diffchange-inline">Add volume data and bid</del>-<del class="diffchange diffchange-inline">ask data as input for dqt.<br></del></div></td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div><ins class="diffchange diffchange-inline">Implement multi</ins>-<ins class="diffchange diffchange-inline">layer perceptron regression to predict the future price</ins>.<br></div></td></tr>
<tr><td class='diff-marker'>−</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div><del class="diffchange diffchange-inline">Share a paper about transfer learning</del>.<br></div></td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div></div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>||  </div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>||  </div></td></tr>
<tr><td class='diff-marker'>−</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div>Implement <del class="diffchange diffchange-inline">multi-layer-perceptron algorithm</del>.<br></div></td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div>Implement <ins class="diffchange diffchange-inline">convolutional neural networks</ins>.<br></div></td></tr>
<tr><td class='diff-marker'>−</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div><del class="diffchange diffchange-inline">Explore other research branches (Multi-factor, correlation of stocks)</del>.</div></td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div><ins class="diffchange diffchange-inline">Analyse the results and find the best parameter setting</ins>.</div></td></tr>
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Zhangyuxin
http://www.cslt.org/mediawiki/index.php?title=FIN_Status_Report_2016-12-05&diff=24479&oldid=prev
2016年12月5日 (一) 01:18 Wangyang
2016-12-05T01:18:30Z
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<td colspan='2' style="background-color: white; color:black; text-align: center;">2016年12月5日 (一) 01:18的版本</td>
</tr><tr><td colspan="2" class="diff-lineno">第4行：</td>
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<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>| Yang Wang||  </div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>| Yang Wang||  </div></td></tr>
<tr><td class='diff-marker'>−</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div>get familiar with the backtesting framework  <br></div></td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div>get familiar with the backtesting framework  <ins class="diffchange diffchange-inline">[http://gbeced.github.io/pyalgotrade/ PyAlgoTrade]</ins><br></div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"></td></tr>
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Wangyang
http://www.cslt.org/mediawiki/index.php?title=FIN_Status_Report_2016-12-05&diff=24478&oldid=prev
Wangyang：以“{| class="wikitable" !People !! Last Week !! This Week |- | Yang Wang|| get familiar with the backtesting framework <br> || modify our code to do backtesting <b...”为内容创建页面
2016-12-05T01:17:10Z
<p>以“{| class="wikitable" !People !! Last Week !! This Week |- | Yang Wang|| get familiar with the backtesting framework <br> || modify our code to do backtesting <b...”为内容创建页面</p>
<p><b>新页面</b></p><div>{| class="wikitable"<br />
!People !! Last Week !! This Week<br />
<br />
|-<br />
| Yang Wang|| <br />
get familiar with the backtesting framework <br><br />
<br />
|| <br />
modify our code to do backtesting <br><br />
<br />
|-<br />
| Yuxin Zhang|| <br />
Do comparable experiments to confirm the efficiency of using 1min data.<br><br />
Add volume data and bid-ask data as input for dqt.<br><br />
Share a paper about transfer learning.<br><br />
|| <br />
Implement multi-layer-perceptron algorithm.<br><br />
Explore other research branches (Multi-factor, correlation of stocks).<br />
|}</div>
Wangyang