Github/Algo-Trade-Adversarial-Examples
1
0
Fork 0
mirror of https://github.com/nehemya/Algo-Trade-Adversarial-Examples synced 2025-04-03 18:54:46 +00:00
Code Issues Projects Releases Wiki Activity

Main notebook and readme info

Browse Source
This commit is contained in:
Elior Nehemya 2021-06-29 12:01:21 +03:00 committed by GitHub
parent 4c3298cdca
commit 8cb4c81e94
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
2 changed files with 2764 additions and 0 deletions

11
README.txt Normal file

@ -0,0 +1,11 @@
This repository is source code for ECML/PKDD paper "Taking Over the Stock Market: AdversarialPerturbations Against Algorithmic Traders".
The notebook file contains the main contribution of our work.
In order to run the notebook:
1) downlode the dataset from: https://www.kaggle.com/nickdl/snp-500-intraday-data/home.
2) split the dataset for each symbol and save each symbol to csv files in a local dir named "splited_s&p500".
3) change the path at the readSymbolData function to the local dir path.
4) run the notebook.
Feel free to ask for any clarifications.

2753
Taking Over the Stock Market.ipynb Normal file

File diff suppressed because it is too large Load Diff