Predicting Volatility - Kaggle Competition

Aug 26, 2021 · Auckland, New Zealand

This week we are returning to our roots and looking at a Kaggle Competition. This competition covers many areas that come up during our discussions, including:
* Structured Data
* Time Series
* Financial Markets
* Feature Engineering
* Using Deep Learning for Tablular Data

The competition is “Optiver Realized Volatility Prediction” https://www.kaggle.com/c/optiver-realized-volatility-prediction/overview/description It offers us a great chance to get our hands dirty attempting to make predictions, then come together as a group, share what we did, where we got stuck and brainstorm for ideas to try next.

As always we encourage you all to attempt the competition before coming to the meetup. It is fine if you attempt the competition but do not manage to make a submission or get a high score on the leaderboard. The purpose of this meetup is to talk about what you tried, ask questions and to learn.

If you would like to propose a research paper, blog post, Kaggle competition or something else as the topic for the following meeting, prepare a 30-60 second proposal. We will have these proposals at the end of the session.

We hope to see you there!

Meeting Schedule:
6:30 - Introductions
6:35 - Discussion
7:25 - Nominate and vote for following meeting's next topic
7:30 - Meeting ends

Event organizers
  • Data Science Discussion Auckland

    This is a group for anyone interested in data science and machine learning. The group will meet to discuss concepts and principals of data science for the purpose of learning. I started this group because I recently returned from overseas where I attended a similar group in which I found a lot of value in the discussion. These meetups may be discussions about things such as specific kaggle competitions or discussions of readings from academic papers or other text.

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