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GabsGear / cpbr-2019-ktb

Machine Learning trader bot project

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Create Multiclass classification

GabsGear opened this issue · comments

commented

When HOLD option is added to target we need to create a multiclass classification algorithm to classificate buy, sell and hold.

  • Create multiclass classification with gradient GradientBoosting classifier
  • Create multiclass classification with gradient RandomForest classifier
  • Select best model