FinanicalBigData-EPFL

To run:

1. Get the data at: https://www.kaggle.com/c/jane-street-market-prediction and place the zipped files in the raw directory in the data folder.
2. Go to the data_analysis.ipynb notebook in the notebooks folder, and convert to feathered format.
3. Run cross-validation in the cross_validation.ipynb notebook or load best parameters from cross-validation in results.ipynb to run final results.