Mid-June 2018 ranking (#1 in 2): official top 10

CFM
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The official top 10 ranking for the June 1st final ranking is as follows (CFM participants do not count):

1 Cyrille Delabre
2 Olivier Arnoult
3 Marc Samson / Lucas Boczkowski
4 Elies Lahmar
5 Cyril Garcia
6 Rémi Jézéquel
(Richard Beneyton)
7 Quentin Jacob
8 Pirashanth Ratnamogan
9 Franck Lin
(Adrien Ciclet)
10 Eric Benhamou

Congratulations! Prizes will be awarded as planned.

There will be a second final ranking at the end of December (details will come later), so you can encourage people around you to participate!

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Hi everyone,

Since this competition and its result were meant to be shared, we wrote a report explaining our solution. Please let me know if you have any question, and I would also be happy to see your solutions!

https://www.researchgate.net/publication/325678573_Intraday_Volatility_Prediction

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Hi all,
I would like to thanks @lebigot and all CFM team for this great challenge.

As @cyrilgarcia said, the results meant to be shared :
You can find my solution, the code and the slides given at CFM for the first academic position here:

Feel free to ask any questions (I’ll try to answer), try the code and improve the score :slight_smile:

Cyrille

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