Valdi35/Detect-HFT-traders-Machine-learning-

This 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

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