11 lines
574 B
Plaintext
11 lines
574 B
Plaintext
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. |