Winning the Kaggle Algorithmic Trading Challenge with the Composition of Many Models and Feature Engineering
- 1 January 2013
- journal article
- Published by Institute of Electronics, Information and Communications Engineers (IEICE) in IEICE Transactions on Information and Systems
- Vol. E96.D (3), 742-745
- https://doi.org/10.1587/transinf.e96.d.742
Abstract
No abstract availableThis publication has 2 references indexed in Scilit:
- Limit Order Book as a Market for LiquidityThe Review of Financial Studies, 2005
- Master curve for price-impact functionNature, 2003