Signature-based machine learning model that predicts, given daily data of a stock (more specifically, the evolution of its price and volume) which country the stock trades in.
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Signature-based machine learning model that predicts, given daily data of a stock (more specifically, the evolution of its price and volume) which country the stock trades in.
# Results
After testing the model with companies from three countries (US, UK and Germany) the model was able to predict which country a stock belongs to with an accuracy of 97%.
