Predict movements in the market (XTX Markets Global Forecasting Challenge) Adrey Rybin

Andrey Rybin took first place in XTX Markets Global Forecasting Challenge. He tells about his experience of participation, winning and solution in English. In this video you will find out: - How to use the target construction information to improve the score - How to focus on the feature generation for market microstructure data - How to validate on time series financial data with lagging features - How the choice of the different boosting type in LightGBM can be a winning strategy Presentation - Find out about new competitions Find out about new machine learning trainings: VKontakte Facebook Telegram Chat