krish240574 / ETFMachineLearning

Implementation of a paper in q/KDB+ and python - "Forecasting ETFs with Machine Learning Algorithms" - Jim Kyung-Soo Liew and Boris Mayster

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ETFMachineLearning

Implementation of a paper - "Forecasting ETFs with Machine Learning Algorithms" - Jim Kyung-Soo Liew and Boris Mayster Paper available at - https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2899520

Please make sure you use the csv files inside the cvs_files/ directory and point to the right path inside your q code.

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Implementation of a paper in q/KDB+ and python - "Forecasting ETFs with Machine Learning Algorithms" - Jim Kyung-Soo Liew and Boris Mayster


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Language:Jupyter Notebook 99.5%Language:q 0.5%