In the creation of our machine learning model, my group had undertaken steps in this four main aspects: data munging, generation of our Long-Short Term Memory (LSTM) Model, performance measurements and risk management.
This project requires us to create an algorithm with Python on a foreign exchange market of our choice to gain as much profits as possible in a fixed period of time. Our algorithm attained the 1st, 2nd and 3rd position in the 1st, 2nd and 3rd round of competition in our class respectively.