
# Financial indicators experiments

Financial domain experiments from the paper `Out-of-Distribution Generalization via Risk Extrapolation` (2020).

The data is based on the dataset published on `https://www.kaggle.com/cnic92/200-financial-indicators-of-us-stocks-20142018` and the copyright remains with the original authors.


To run the suite of experiments and produce the plot of fig. 7 in the paper, simply run

```
$ ./run-exp.sh
```


