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6 changes: 6 additions & 0 deletions README.md
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# Investigating Algorithmic Stock Market Trading using Efficient Ensemble Techniques
[![FOSSA Status](https://app.fossa.io/api/projects/git%2Bgithub.com%2FKhaledSharif%2Fquantopian-ensemble-methods.svg?type=shield)](https://app.fossa.io/projects/git%2Bgithub.com%2FKhaledSharif%2Fquantopian-ensemble-methods?ref=badge_shield)


This is an assisting repository for the published paper investigating ensemble methods in algorithmic trading. [It is available publicly at this link](https://drive.google.com/file/d/0B9hY6ZTULtEcbFdrQjhBbWh5ZXM/view?usp=sharing). It was written by Khaled Sharif and Mohammad Abu-Ghazaleh, and was supervised by Dr Ramzi Saifan. Below is a brief overview of the paper contents, in addition to a summary of the code and results of the paper.

Expand Down Expand Up @@ -273,3 +275,7 @@ Table 3: The table below compares the average values of the volatility and maxim
| Random Forest Classifier | 0.24 | 0.35 | 11.55% | 21.45% |
| Extremely Randomized Trees Classifier | 0.23 | 0.49 | 11.69% | 25.25% |
| Gradient Boosting Classifier | 0.22 | 0.38 | 24.00% | 24.02% |


## License
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