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.