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IEEE Investment Ranking Challenge

Explore methodology to identify assets with extreme positive or negative returns.


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Submissions
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Interest in Approaches

Posted by SArnold93 over 1 year ago

Hi All, Unfortunately I don’t think that I will have time to have a proper attempt at this challenge (although it looks really good), however I would be really interested in seeing how people have approached it after the competition. Does anyone plan to share their code after the event has finished? Thanks, Sam

Posted by lance  over 1 year ago |  Quote

My approach is based on a neural net with minimal pre-processing. I’d be happy to divulge more after the competition, and interested to hear what others have done

1

Posted by SArnold93  over 1 year ago |  Quote

Ah brilliant, I had been meddling with an NN but never got it to stick together for this. I look forward to reading about your approach after the competition. Best of luck! @lance

Posted by SArnold93  over 1 year ago |  Quote

Hi Lance, I hope that you are well. How did it go? I can’t see the leaderboard, are results yet to be announced? If you post your method online could you please send me a link as I am really intrigued to see how you did it.

Posted by lance  over 1 year ago |  Quote

Hi! I’m also waiting for the leaderboard to appear, although I wouldn’t pay it too much regard - I think the final test set was too small to give any reliable indication of model performance. At some point I’ll post the code and send you a link

Posted by SArnold93  over 1 year ago |  Quote

Ah yeah I had seen a few discussions querying the testing method. Good luck for it and all the best