A Standardized, and Extensible Framework for Comparative Analysis of Quantitative Finance Algorithms - An Open-Source Solution, and Examples of Baseline Experiments with Discussion

AG Macindoe, O Arandjelovic

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Original languageEnglish
Title of host publication2018 9th Ieee International Conference On Big Knowledge (icbk)
EditorsX Wu, OY Soon, C Aggarwal, H Chen
Pages409-414
Number of pages6
DOIs
Publication statusPublished - 2018

Keywords

  • Economy
  • Investment
  • Machine learning
  • Profit

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