reproducibility_package.zip (25.27 MB)

Explainable Machine Learning-driven Strategy for Automated Trading Pattern Extraction. A Case Study of CME Futures. Reproducibility package.

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posted on 22.04.2021, 14:09 by Artur Sokolovsky, Luca Arnaboldi, Jaume Bacardit, Thomas R. Gross
This 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

Licence

Exports

Newcastle University

Licence

Exports