Winning the Kaggle Algorithmic Trading Challenge with the Composition of Many Models and Feature Engineering

Ildefons Magrans de Abril

Tokyo Institute of Technology, Japan.

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ildefons@sg.cs.titech.ac.jp

Masashi Sugiyama

Tokyo Institute of Technology, Japan.

sugi@cs.titech.ac.jp

http://sugiyama-www.cs.titech.ac.jp/˜sugi

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