[ACL 2021-Findings] Implementation of "Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading."
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Updated
Sep 11, 2021 - Python
[ACL 2021-Findings] Implementation of "Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading."
CUSUM (Cumulative Sum) filter for detecting structural shifts in financial time series, implemented in Python
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