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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 13.05.2021, 11:30 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