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Algo-Trade-Adversarial-Examples
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Main notebook and readme info

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Elior Nehemya 2021-06-29 12:01:21 +03:00 committed by GitHub
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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.

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