技术技巧

Kaggle丨Jane Street Market Prediction & 三井商品预测挑战赛金牌方案

Evaluation: the sample weighted zero-mean R-squared score $R^2 = 1 - \frac{\sum w_i(y_i - \hat{y_i})^2}{\sum w_i y_i^2}$
Data: 79 features & 9 responders
- forecast a given responder for up to 6 months in the future
- training data: 4.5 million rows
- test data: to be collected after submissions close

Chen, Y., & Zhang, J. (2024). Anomalous flocking in nonpolar granular brownian vibrators. Nature Communications, 15(1), 6032. https://doi.org/10.1038/s41467-024-50479-7 ↩