http://www.cslt.org/mediawiki/index.php?action=history&feed=atom&title=FIN_Status_Report_2017-7-17 2026-04-04T11:09:42Z 本wiki的该页面的版本历史 MediaWiki 1.23.3 http://www.cslt.org/mediawiki/index.php?title=FIN_Status_Report_2017-7-17&diff=28014&oldid=prev 2017-07-18T11:04:28Z

<p></p> <table class='diff diff-contentalign-left'> <col class='diff-marker' /> <col class='diff-content' /> <col class='diff-marker' /> <col class='diff-content' /> <tr style='vertical-align: top;'> <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;">2017年7月18日 (二) 11:04的版本</td> </tr><tr><td colspan="2" class="diff-lineno">第13行：</td> <td colspan="2" class="diff-lineno">第13行：</td></tr> <tr><td class='diff-marker'>&#160;</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'>&#160;</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> <tr><td class='diff-marker'>&#160;</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>| Xin Jing||</div></td><td class='diff-marker'>&#160;</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>| Xin Jing||</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>1. <del class="diffchange diffchange-inline">Wrote a demo using </del>RNN <del class="diffchange diffchange-inline">which adds two integers together; experimented with different parameters that could influence the results</del>.<del class="diffchange diffchange-inline">(number of hidden layers, optimization methods, etc.)</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>1. <ins class="diffchange diffchange-inline">implemented an </ins>RNN <ins class="diffchange diffchange-inline">for dynamic hedge</ins>. <ins class="diffchange diffchange-inline">The </ins>RNN <ins class="diffchange diffchange-inline">has </ins>3 <ins class="diffchange diffchange-inline">time steps with </ins>the <ins class="diffchange diffchange-inline">output being </ins>the <ins class="diffchange diffchange-inline">hedge ratio</ins>. <ins class="diffchange diffchange-inline">The results look very close to the baseline model.</ins></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">2. came up with several kinds of </del>RNN <del class="diffchange diffchange-inline">that can possibly solve our problem.</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>&#160;</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>3<del class="diffchange diffchange-inline">. Got several kinds of Forex data, cleaned </del>the <del class="diffchange diffchange-inline">data, ran these data using </del>the <del class="diffchange diffchange-inline">old hedging method</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></div></td></tr> <tr><td class='diff-marker'>&#160;</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'>&#160;</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'>&#160;</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'>&#160;</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> <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">Implement our </del>model <del class="diffchange diffchange-inline">using RNN</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">2. Adjust the parameters of the </ins>model <ins class="diffchange diffchange-inline">and get better results.</ins></div></td></tr> <tr><td class='diff-marker'>&#160;</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'>&#160;</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> <tr><td class='diff-marker'>&#160;</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'>&#160;</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> </table>

Jingxin http://www.cslt.org/mediawiki/index.php?title=FIN_Status_Report_2017-7-17&diff=28013&oldid=prev 2017-07-18T11:00:37Z

<p>以“{| class=&quot;wikitable&quot; !People !! Last Week !! This Week |- | Yang Wang|| 1. implement the stock selection model [http://cslt.riit.tsinghua.edu.cn/mediawiki/images/6/...”为内容创建页面</p> <p><b>新页面</b></p><div>{| class=&quot;wikitable&quot;<br /> !People !! Last Week !! This Week<br /> <br /> |-<br /> | Yang Wang||<br /> 1. implement the stock selection model [http://cslt.riit.tsinghua.edu.cn/mediawiki/images/6/62/%E5%86%B3%E7%AD%96%E6%A0%91%E9%80%89%E8%82%A1%E6%A8%A1%E5%9E%8B_2017-07-14.pdf report]<br /> <br /> || <br /> 1. improve the model<br /> 2. learn the events driven strategy.<br /> <br /> |-<br /> <br /> | Xin Jing||<br /> 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.)<br /> 2. came up with several kinds of RNN that can possibly solve our problem.<br /> 3. Got several kinds of Forex data, cleaned the data, ran these data using the old hedging method.<br /> ||<br /> <br /> Implement our model using RNN<br /> <br /> |}</div>

Wangyang