My Final year project with Professor David Rossiter was about personalizing the algo-trading using Ensemble for multiple models from both the traditional quantitative price prediction approach (TWAP, VWAP, momentum pricing) and machine learning models (SVM, CNN+LSTM, ARIMA/FB Prophet, and Gradient Boosting models).

Overview of the architecture

Reference: Detailed

• Dr David Rossiter’s FYP/FYT project page link
• Personalized Algo-trading Using Deep Learning & Machine Learning Models, report here, presentation slides here