Project Blog

March 07, 2017

• Completed implementation of revised 2 layer artificial neural net.
• Revised the structure of artificial neural net. The new design will have 2 fully connected layer. The neural net should give output whether next week's moving average will go up or down

March 07, 2017

• Completed implementation of volume and momentum indicators
• Started implementation of artificial neural net

Feb 28, 2017

• Started implementation of volume and momentum indicators
• Started discussion on how to implement of artificial neural net

Feb 14, 2017

• Discussed about the features to be divided into the group
• Started research on which new indicators to add

Dec 08, 2016

• Discussed about the contents of CS297 report

Nov 29, 2016

• Showed Deliverable3
• Discussed about Deliverable 4

Nov 22, 2016

• No meeting

Nov 15, 2016

• No meeting

Nov 08, 2016

• Implemented a neural net for predicting starting month of a given private-sector employment data
• Tweaking parameters of a neural net to increase the accuracy
• Started working on a implementation of Decision tree regression and K Nearest Neighbor regression for predicting closing price of a stock

Nov 01, 2016

• Got a new problem statement for Deliverable2
• Started implementation of a neural net for predicting starting month of a given private-sector employment data

Oct 25, 2016

• Started implementation using lasagne on MNIST dataset

Oct 18, 2016

• Started implementation using lasagne on MNIST dataset

Oct 4, 2016

• Started implementation of simple neural net using theano
• Started working on adding more parameters to deliverable 1

Sep 27, 2016

• Completed implementation of calculating volatility of stock
• Started working on presentation of theano python library

Sep 20, 2016

• Powerpoint presentation on fundamentals of trading
• Started working on implementation of calculating volatility of stock

Sep 13, 2016

• Approval for CS297 Proposal
• Reading of book Algorithmic Trading and DMA by Barry Johnson
• Prepare presentation on algorithmic trading

Sep 6, 2016

• Second meeting with professor regarding master's project
• Finalized on the topic for the project and five deliverables
• Outcome: CS297 Proposal