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. 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

Usage metrics

Newcastle University

Keywords

Futures Trading Volume Profiles Tree Boosting Explainable Machine Learning Applied Computer Science Pattern Recognition and Data Mining

Licence

CC BY 4.0