valdi35 / detect-hft-traders-machine-learning- Goto Github PK
View Code? Open in Web Editor NEWThis work is part of a challenge of the French Financial Markets Authority organized by the Ecole Normale Supérieure, whose goal is to build a machine learning model for the detection of high frequency traders. Beyond a good model with a maximum score of true positives, the goal is to define the major variables that make the difference between HFT, Non HFT and MIX