Haenara Shin

Haenara Shin

An enthusiast for Machine Learning, Software Developing, and Weight Training

Kaggle_Volatility Prediction

Published:

스크린샷 2021-09-30 오후 10 41 23

  • Who: the solo- & side-project
  • When: Aug 2021 - Sept 2021 and the private LB will be finalized at Jan 10 2022.
  • Where: Kaggle Time-Series Prediction Competition Optiver Realized Volatility Prediction
  • What: Will be posted after the competition
  • How: Will be posted after the competition

  • Learn: Time-Series Finanace dataset handling. LGBM + Embedding (+MLP) + TabNet ensemble

  • Result_1: Top 1% - 28/3965 (Sept. 28, 2021 - This is the final submission deadline), but the final private LB result was awful and it was very disappointed.