Library "FunctionDecisionTree"
Method to generate decision tree based on weights.
decision_tree(weights, depth) Method to generate decision tree based on weights.
Parameters:
weights : float array, weights for decision consideration.
depth : int, depth of the tree.
Returns: int array
Experimental:
Example execution of Monte Carlo Simulation applied to the markets(this is my interpretation of the algo so inconsistencys may appear).
note:
the algorithm is very demanding so performance is limited.