Explainable Machine Learning-driven Strategy for Automated Trading Pattern Extraction. A Case Study of CME Futures. Reproducibility package.
Version 2 2021-05-13, 11:30
Version 1 2021-04-22, 14:09
dataset
posted on 2021-05-13, 11:30 authored by Artur SokolovskyArtur Sokolovsky, Luca ArnaboldiLuca Arnaboldi, Jaume Bacardit, Thomas R. GrossThis is a reproducibility package for "Explainable Machine Learning-driven Strategy for Automated Trading Pattern Extraction. A Case Study of CME Futures.". For the moment of submission the study is available at ArXiv: 2103.12419.
Funding
EP/M020576/1
History
UoA
- Computer Science and Informatics
