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Jun 25

Short Term Stock Price Movement Prediction Competition

Posted by abiao at 09:29 | Others | Comments(0) | Reads(6960)
Many thanks to Anthony who emailed me the link to this competition.

So you are a quant-gambler? time to stand out!

Traders, analysts, investors and hedge funds are always looking for techniques to better predict stock price movements. The 2010 INFORMS Data Mining Contest takes aim at this goal, requiring participants to build models that predict the movement of stock prices over the next 60 minutes.

Knowing whether a stock will increase or decrease allows traders to make better investment decisions. Moreover, good predictive models allow traders to better understand what drives stock prices, supporting better risk management. The results of this contest could have a big impact on the finance industry.

Competitors will be provided with intraday trading data showing stock price movements at five minute intervals, sectoral data, economic data, experts' predictions and indices. We have provided a training database to allow participants to build their predictive models. Participants will submit their predictions for the test database (which doesn't include the variable being predicted). The public leaderboard will be calculated based on 10 per cent of the test dataset.

The submission deadline is October 10th 2010. Final results will be announced on October 12th. The winners of this contest will be honoured at a session of the INFORMS Annual Meeting in Austin-Texas (November 7-10).

Check the detail of this competition at http://kaggle.com/informs2010

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