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International Conference on Machine Learning and Data Science
December 17, 2017 @ 2:00 pm - 5:00 pm
Hands on workshop on ‘Application of Machine Learning Techniques to Algorithmic Trading’ at the IEEE International Conference on Machine Learning and Data Science.
This session will attempt to explore some of the ways in which trading problems can be solved using ML techniques. This will be a Python based session and will explore setup of a trading problem, collecting and cleaning data, featuring engineering, model building and validation, and backtesting of results. We will also discuss do’s and don’t and nuances of using ML methods in Algo-Trading.