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