Read time series data from financial asset and train the Deep Learning Autoencoder model
Use this model on new data to guess current market type
- Script 7_CombineTrain.R allows to the user to import market data, select the dataset, perform classification problem
- Script 8_ScoreData.R allows user to deploy R code to production. Code contains functions that will prepare data and use model for every currency pair
- Script evaluate_market_type.R contains function that performs data scoring
- Script to_m.R contains function that convert time-series data to the matrix with desired number of columns
- R-Notebook Research.Rmd describes the process and provide commented code
- Script 6_h2o_Install.R is allowing to install/re-install h2o package
This is a part of a bigger project, join the course series here:
https://www.udemy.com/draft/1482458/?couponCode=LAZYTRADE6-20