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prototyped-predictive-models

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jpnevrones / Two-Sigma-Financial-Modeling-Challenge

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Two Sigma Financial Modeling Challenge - The goal of the competition is to predict a variable ‘y’ which depends on 110 anonymized features pertaining to a time-varying value for a financial instrument, No further information are provided on the meaning of the features, the transformations that were applied to them, the timescale, or the type of …

linear-regression transformations instrument timescale prototyped-predictive-models extra-trees-regressor
  • Updated Mar 30, 2018
  • Python

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