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

Sokolovsky, Artur;Arnaboldi, Luca;Bacardit, Jaume;Gross, Thomas R.

Description

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.

Citations (0)

Mentions (0)

Metrics

Dataset Index

0.5

FAIR Score

85%

Citations

0

Mentions

0

Metrics Over Time

Publication Details

DOI

Publisher

Newcastle University

License

MIT License

Assigned Domain

Subfield

Information Systems

Field

Computer Science

Domain

Physical Sciences

Confidence Score

54%

Source

Scholar Data Model

Keywords

Applied Computer Science80109 Pattern Recognition and Data MiningFOS: Computer and information sciences

Normalization Factors

FT

51.92

CTw

1.00

MTw

1.00