Work-progress 2017.08 - 版本历史

Jingxin：/* Daily Report */

2017-08-17T04:28:11Z

‎Daily Report

Jingxin：/* Daily Report */

2017-08-17T04:27:29Z

‎Daily Report

Jingxin：以“===Daily Report=== {|class="wikitable" ! Date !! Person !! start!! leave !! hours !! plan !!status |- | rowspan="1"|2017.8.3 |Xin Jing ||10:00A.M|| 7P.M|| 8h ||st...”为内容创建页面

2017-08-17T04:07:54Z

以“===Daily Report=== {|class="wikitable" ! Date !! Person !! start!! leave !! hours !! plan !!status |- | rowspan="1"|2017.8.3 |Xin Jing ||10:00A.M|| 7P.M|| 8h ||st...”为内容创建页面

新页面

===Daily Report===

{|class="wikitable"
! Date !! Person !! start!! leave !! hours !! plan !!status
|-
| rowspan="1"|2017.8.3
|Xin Jing ||10:00A.M|| 7P.M|| 8h ||study RNN|| look for possible ways to implement our model
|-
| rowspan="1"|2017.7.4
|Xin Jing ||10:00A.M|| 6P.M|| 8h ||study RNN|| look for possible ways to implement our model
|-
| rowspan="1"|2017.7.7
|Xin Jing ||10:00A.M|| 9P.M|| 11h ||implement RNN for our model|| implement an RNN with inputs being past returns
|-
| rowspan="1"|2017.7.10
|Xin Jing ||10:00A.M|| 7P.M|| 9h ||implement an RNN with inputs being past returns|| implementing
|-
| rowspan="1"|2017.7.13
|Xin Jing ||10:00A.M|| 7P.M|| 9h ||implement an RNN with inputs being past returns|| implementing
|-
| rowspan="1"|2017.7.14
|Xin Jing ||10:00A.M|| 7P.M|| 9h ||implement an RNN with inputs being past returns|| implementing
|-
| rowspan="1"|2017.7.17
|Xin Jing ||10:00A.M|| 7P.M|| 9h ||realized that base line in python does not converge || re-implemented baseline in R
|-
| rowspan="1"|2017.7.18
|Xin Jing ||10:00A.M|| 7P.M|| 9h ||realized that base line in python does not converge || re-implemented baseline in R
|-
| rowspan="1"|2017.7.21
|Xin Jing ||10:00A.M|| 7P.M|| 9h ||realized that base line in python does not converge || re-implemented baseline in R
|-
| rowspan="1"|2017.7.24
|Xin Jing ||10:00A.M|| 7P.M|| 9h || comparing results from RNN with those from baseline || very close results but results from RNN not stable
|-
| rowspan="1"|2017.7.25
|Xin Jing ||10:00A.M|| 7P.M|| 9h || changing parameters(hidden layer, time steps) and compare results || still, results good but not stable
|-
| rowspan="1"|2017.7.26
|Xin Jing ||10:00A.M|| 7P.M|| 9h ||changing features|| try features with past changes of return and past basis. still, results good but not stable
|-
| rowspan="1"|2017.7.27
|Xin Jing ||10:00A.M|| 7P.M|| 9h ||changing features|| try features with absolute values of past returns. still, results good but not stable
|-
| rowspan="1"|2017.7.28
|Xin Jing ||10:00A.M|| 7P.M|| 9h ||changing features|| try features with past returns and moving variances, still, results good but not stable; try features with nothing but all ones, still, results good but not stable
|-

|}

@@ 第24行： / 第24行： @@
 | rowspan="1"|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
 |-
 |}

@@ 第4行： / 第4行： @@
 ! Date !! Person  !! start!! leave !! hours !! plan !!status
 |-
-| rowspan="1"|2017.8.3
+| rowspan="1"|2017.8.1
-|Xin Jing ||10:00A.M|| 7P.M||  8h ||study RNN|| look for possible ways to implement our model
+|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.
 |-
-| rowspan="1"|2017.7.4
+| rowspan="1"|2017.8.2
-|Xin Jing ||10:00A.M|| 6P.M||  8h ||study RNN|| look for possible ways to implement our model
+|Xin Jing ||10:00A.M|| 7P.M||  8h || add DCC-bivariate Garch as a baseline || implementing DCC-bivariate GARCH
 |-
-| rowspan="1"|2017.7.7
+| rowspan="1"|2017.8.3
-|Xin Jing ||10:00A.M|| 9P.M||  11h ||implement RNN for our model|| implement an RNN with inputs being past returns
+|Xin Jing ||10:00A.M|| 7P.M||  8h || add DCC-bivariate Garch as a baseline || implemented DCC-bivariate GARCH
-|-
-| rowspan="1"|2017.7.10
-|Xin Jing ||10:00A.M|| 7P.M||  9h ||implement an RNN with inputs being past returns|| implementing
-|-
-| rowspan="1"|2017.7.13
-|Xin Jing ||10:00A.M|| 7P.M||  9h ||implement an RNN with inputs being past returns|| implementing
-|-
-| rowspan="1"|2017.7.14
-|Xin Jing ||10:00A.M|| 7P.M||  9h ||implement an RNN with inputs being past returns|| implementing
-|-
-| rowspan="1"|2017.7.17
-|Xin Jing ||10:00A.M|| 7P.M||  9h ||realized that base line in python does not converge || re-implemented baseline in R
-|-
-| rowspan="1"|2017.7.18
-|Xin Jing ||10:00A.M|| 7P.M||  9h ||realized that base line in python does not converge || re-implemented baseline in R
-|-
-| rowspan="1"|2017.7.21
-|Xin Jing ||10:00A.M|| 7P.M||  9h ||realized that base line in python does not converge || re-implemented baseline in R
-|-
-| rowspan="1"|2017.7.24
-|Xin Jing ||10:00A.M|| 7P.M||  9h || comparing results from RNN with those from baseline || very close results but results from RNN not stable
 |-
-| rowspan="1"|2017.7.25
+| rowspan="1"|2017.8.7
-|Xin Jing ||10:00A.M|| 7P.M||  9h || changing parameters(hidden layer, time steps) and compare results || still, results good but not stable
+|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
 |-
-| rowspan="1"|2017.7.26
+| rowspan="1"|2017.8.9
-|Xin Jing ||10:00A.M|| 7P.M||  9h ||changing features|| try features with past changes of return and past basis. still, results good but not stable
+|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
 |-
-| rowspan="1"|2017.7.27
+| rowspan="1"|2017.8.10
-|Xin Jing ||10:00A.M|| 7P.M||  9h ||changing features|| try features with absolute values of past returns. still, results good but not stable
+|Xin Jing ||10:00A.M|| 7P.M||  8h ||correcting chapter 3 of Professor Wang's book || correcting chapter 3 of Professor Wang's book
 |-
-| rowspan="1"|2017.7.28
+| rowspan="1"|2017.8.11
-|Xin Jing ||10:00A.M|| 7P.M||  9h ||changing features|| try features with past returns and moving variances, still, results good but not stable; try features with nothing but all ones, still, results good but not stable
+|Xin Jing ||10:00A.M|| 7P.M||  8h ||correcting chapter 3 of Professor Wang's book || correcting chapter 3 of Professor Wang's book
 |-
 |}