Binary trading problems

Episodes without the outcome have generally lower scores than episodes with the outcome. The figure shows that the AAM score starts increasing about 8 h prior to the event with the average score being close to 12 at the time of the event. Table 1 shows the final set of predictors and their associated transformations used for all statistical modeling and machine learning approaches we tested.

The appendix (Table A. 3) contains the beta coefficients in the model used currently in practice.