Hedge Fund X: Financial Modeling Challenge
- 2018/01/15 (Closed)
- Number of Participants
1st Place: 500,000 JPY
2nd Place: 300,000 JPY
3rd Place: 200,000 JPY
4th - 10th Place: 100,000 JPY
- Host / Sponsor
Thursday, November 17, 2017
・ Additional explanations are provided in the Rules section (highlighted in red).
Tuesday, December 12, 2017
・ Added new column "period" to the test set. Please make use of "id_period_mapping.csv" or "test_updated_csv" to create your model.
・ Additional explanations are provided in the Rules section (highlighted in blue).
Tuesday, December 26, 2017
・ Postponed the competition end date.
Tuesday, January 16, 2018
・ Please wait for the final rankings to be determined.
Hedge Fund X: Financial Modeling Challenge
Hedge fund manager’s goal is to make money for investors via trading any kind of asset including stocks, bonds, commodities, currencies, real estates etc.. They also employ a wide range of strategies such as analyzing company fundamentals, utilizing satellite data and applying cellular behavior to financial market. Nowadays, machine learning and AI are attracting attentions from financial industry as new approaches with real potential.
Here, we would like to present you a challenge to predict the future movement of the financial products.
Predicting financial markets is extremely tough and this may well be the most difficult challenge you have ever tried. Please do not get discouraged by low accuracy and we look forward to seeing your cutting edge solution to this ultimate problem!
・Tuesday, October 17, 2017 - Competition Launch Date
・Monday, January 15, 2018 - Prediction Submission Deadline
・Friday, January 26, 2018 - Source Code Submission Deadline (only for the winning candidates)
・Mid-February (To be determined) - Determination of final rankings
NOTE: All deadlines are at 11:59 PM JST on the corresponding day unless otherwise noted.
One account per individual
・ You may have one account per participant.
・ You can also create a team to join this competition (in such case, one of your team members must be a team leader and only team leader's account is allowed to make submissions).
Private sharing is allowed
・ Privately sharing code or data is fully allowed but if the submitted models from different accounts are deemed to be essentially equivalent, those participants lose the eligibility for the prize. The criteria for equivalence is not disclosed.
No use of external data
・ You must not train your model with using either external data or test dataset.
Model should not lack consistency
・ Model should not require any additional costs in general usage, and it needs to be confirmed to reproduce their predictions and be continuously used.
・ Model must use the same logic to generate predictions for all the given samples.
・ Manual labeling on predictions is not allowed.
If you have any enquiries about the criteria, please contact us.
Creating a team
Please follow these procedures to create a team.
1. All of the team members must Sign up for DeepAnalytics.
2. The team leader must send us the list of members' email addresses via Contact Us form.
・ The metric logloss will be used in this competition, where participant with lower score will be ranked at higher rank.
・ During the competition, we will use a part of true values to calculate the scores, which is reflected on the public leader board.
・ After the competition is finished, we will use all the true values to determine each participant's final score.
・ If you had the same score with the other participants, the rank will be placed on a first-submit.
Determination of final rankings
1. We will ask you to submit the following items when determining the final ranking.
a. Code and documentation of your model to reproduce its result
b. Execution environment (OS version, the software and modeling method that you used)
c. Random seed value used in your model (i.e. random forest)
2. When the participant falls under any of the following, one will lose an eligibility to receive the prize.
a. Does not respond to the contact from us within the prescribed period
b. Was found to have broken the competition rules
- Number of submissions：
- Number of participants：
*** Please kindly wait for the final rankings' being determined. ***