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FirmAI-Research · Nov 16, 2023 · 3b19524 · 3b19524
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diff --git a/README.md b/README.md
@@ -36,9 +36,9 @@
 
 | Model Name                               | Paper   | Type | IC          | ICIR        | Annualized Return | Information Ratio | Max Drawdown | Alpha | Information Ratio(alpha) | Max Drawdown(alpha) | PLOT | 
 |------------------------------------------|-------------|-------------|-------------|-------------|-------------|-------------|-------------|-------------|-------------|-------------|-------------|
-|LSTM|[LINK]|RNN|0.09774|8.10504|24.60%|1.26978|26.16%|28.84%|2.15556|10.41%|[PLOT](./PLOT/backtest_result_lstm_single_d5_top400_drop400_alpha360.html)|
-|GRU|[LINK]|RNN| 0.07913| 7.82825| 14.64% | 0.84717 | 27.88% | 18.64% | 1.68949 | 9.35% |  [PLOT](./PLOT/backtest_result_gru_single_d5_top400_drop400_alpha360.html)|
-|DA-RNN|[LINK](https://www.ijcai.org/Proceedings/2017/0366.pdf)| LSTM+TRANS| 0.06753 | 5.59841| 19.21% | 1.11488 | 26.43% | 23.12% | 2.71108 | 7.87% | [PLOT](./PLOT/backtest_result_alstm_single_d5_top400_drop400_alpha360.html) | 
+|LSTM|[LINK]|RNN|0.09134|7.47619|17.93%|0.96085|29.32%|22.01%|1.68747|12.28%|[PLOT](./PLOT/backtest_result_lstm_single_d5_top400_drop400_alpha360.html)|
+|GRU|[LINK]|RNN| 0.08819| 7.85512| 22.11% | 1.21610 | 24.93% | 26.20% | 2.16575 | 9.15% |  [PLOT](./PLOT/backtest_result_gru_single_d5_top400_drop400_alpha360.html)|
+|DA-RNN|[LINK](https://www.ijcai.org/Proceedings/2017/0366.pdf)| LSTM+TRANS| 0.09456 | 8.28988| 22.17% | 1.19277 | 26.22% | 26.31% | 2.10914 | 9.20% | [PLOT](./PLOT/backtest_result_alstm_single_d5_top400_drop400_alpha360.html) | 
 |Transformer|
 |Informer|
 |Autoformer|

diff --git a/model_zoo/PLOT/backtest_result_alstm_single_d5_top400_drop400_alpha360.html b/model_zoo/PLOT/backtest_result_alstm_single_d5_top400_drop400_alpha360.html
diff --git a/model_zoo/PLOT/backtest_result_gru_single_d5_top400_drop400_alpha360.html b/model_zoo/PLOT/backtest_result_gru_single_d5_top400_drop400_alpha360.html
diff --git a/model_zoo/PLOT/backtest_result_lstm_single_d5_top400_drop400_alpha360.html b/model_zoo/PLOT/backtest_result_lstm_single_d5_top400_drop400_alpha360.html
diff --git a/model_zoo/PLOT/backtest_result_tcn_single_d5_top400_drop400_alpha360.html b/model_zoo/PLOT/backtest_result_tcn_single_d5_top400_drop400_alpha360.html
diff --git a/model_zoo/README.md b/model_zoo/README.md
@@ -27,20 +27,21 @@
 
 | Model Name                               | Paper   | Type | IC          | ICIR        | Annualized Return | Information Ratio | Max Drawdown | Alpha | Information Ratio(alpha) | Max Drawdown(alpha) | PLOT | 
 |------------------------------------------|-------------|-------------|-------------|-------------|-------------|-------------|-------------|-------------|-------------|-------------|-------------|
-|Linear|[LINK]|LINEAR|0.07515|4.30512|6.84%|0.45324|27.61%|10.36%|0.83945|12.79%|[PLOT](./PLOT/backtest_result_linear_single_d5_top400_drop400_alpha360.html)|
+|Linear|[LINK]()|LINEAR|0.07515|4.30512|6.84%|0.45324|27.61%|10.36%|0.83945|12.79%|[PLOT](./PLOT/backtest_result_linear_single_d5_top400_drop400_alpha360.html)|
 |CATBOOST| [LINK](https://proceedings.neurips.cc/paper/2018/file/14491b756b3a51daac41c24863285549-Paper.pdf)| TREE |  0.07899| 4.86365| 9.65% | 0.57736 | 30.68% | 13.46% | 1.62153 | 12.30% | [PLOT](./PLOT/backtest_result_catboost_single_d5_top400_drop400_alpha360.html)
-|LGBM|[LINK]|TREE|0.07497|4.44188|7.20%|0.45381|32.82%|11.03%|0.89911|12.91%|[PLOT](./PLOT/backtest_result_lightgbm_single_d5_top400_drop400_alpha360.html)
+|LGBM|[LINK]()|TREE|0.07497|4.44188|7.20%|0.45381|32.82%|11.03%|0.89911|12.91%|[PLOT](./PLOT/backtest_result_lightgbm_single_d5_top400_drop400_alpha360.html)
 |DoubleEnsemble|[LINK](https://arxiv.org/pdf/2010.01265.pdf)|TREE| 0.07555|4.30537|6.13%|0.39556|34.53%|10.00%|0.78544|14.05%|[PLOT](./PLOT/backtest_result_doubleensemble_single_d5_top400_drop400_alpha360.html)|
-|MLP|[LINK]|MLP|0.07093|6.27798|13.44%|0.83009|20.08%|17.02%|1.44013|10.59|[PLOT](./PLOT/backtest_result_mlp_single_d5_top400_drop400_alpha360.html)|
+|MLP|[LINK]()|MLP|0.07093|6.27798|13.44%|0.83009|20.08%|17.02%|1.44013|10.59|[PLOT](./PLOT/backtest_result_mlp_single_d5_top400_drop400_alpha360.html)|
 
 
 #### 时序模型
 
 | Model Name                               | Paper   | Type | IC          | ICIR        | Annualized Return | Information Ratio | Max Drawdown | Alpha | Information Ratio(alpha) | Max Drawdown(alpha) | PLOT | 
 |------------------------------------------|-------------|-------------|-------------|-------------|-------------|-------------|-------------|-------------|-------------|-------------|-------------|
-|LSTM|[LINK]|RNN|0.09774|8.10504|24.60%|1.26978|26.16%|28.84%|2.15556|10.41%|[PLOT](./PLOT/backtest_result_lstm_single_d5_top400_drop400_alpha360.html)|
-|GRU|[LINK]|RNN| 0.07913| 7.82825| 14.64% | 0.84717 | 27.88% | 18.64% | 1.68949 | 9.35% |  [PLOT](./PLOT/backtest_result_gru_single_d5_top400_drop400_alpha360.html)|
+|LSTM|[LINK]()|RNN|0.09774|8.10504|24.60%|1.26978|26.16%|28.84%|2.15556|10.41%|[PLOT](./PLOT/backtest_result_lstm_single_d5_top400_drop400_alpha360.html)|
+|GRU|[LINK]()|RNN| 0.07913| 7.82825| 14.64% | 0.84717 | 27.88% | 18.64% | 1.68949 | 9.35% |  [PLOT](./PLOT/backtest_result_gru_single_d5_top400_drop400_alpha360.html)|
 |DA-RNN|[LINK](https://www.ijcai.org/Proceedings/2017/0366.pdf)| LSTM+TRANS| 0.06753 | 5.59841| 19.21% | 1.11488 | 26.43% | 23.12% | 2.71108 | 7.87% | [PLOT](./PLOT/backtest_result_alstm_single_d5_top400_drop400_alpha360.html) | 
+|TCN|[LINK]()|CNN|0.07505|4.75362|12.05%|0.76158|25.32%|15.48%|1.26948|12.11%|[PLOT](./PLOT/backtest_result_tcn_single_d5_top400_drop400_alpha360.html)|
 |Transformer|
 |Informer|
 |Autoformer|