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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".
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The notebook file contains the main contribution of our work.
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In order to run the notebook:
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1) downlode the dataset from: https://www.kaggle.com/nickdl/snp-500-intraday-data/home.
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2) split the dataset for each symbol and save each symbol to csv files in a local dir named "splited_s&p500".
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3) change the path at the readSymbolData function to the local dir path.
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4) run the notebook.
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Feel free to ask for any clarifications. |