# Modeling **URL:** https://datachallenge.cfm.fr/c/modeling/7.md [Latest](https://datachallenge.cfm.fr/latest.md) · [Categories](https://datachallenge.cfm.fr/categories.md) --- ## [About the Modeling category](https://datachallenge.cfm.fr/t/about-the-modeling-category/16)
**Author:** [@lebigot](https://datachallenge.cfm.fr/u/lebigot)\ **Replies:** 0
Discussion about machine learning (not addressed to CFM): questions about algorithms, feature creation, etc. --- ## [\[2018\] Wide Format Regression](https://datachallenge.cfm.fr/t/2018-wide-format-regression/250)
**Author:** [@v01dXYZ](https://datachallenge.cfm.fr/u/v01dXYZ)\ **Replies:** 1\ **Last updated:** [January 21, 2020, 10:14pm UTC](https://datachallenge.cfm.fr/t/2018-wide-format-regression/250 "2020-01-21T22:14:07Z")
Hello, For the CFM 2018 Challenge, I am trying to build a linear regression (baseline) model using all the data available at a given day (instead of only the volatitiles/returns of the same asset). But the score I’ve g… --- ## [My solution for the 2019 Data Challenge](https://datachallenge.cfm.fr/t/my-solution-for-the-2019-data-challenge/247)
**Author:** [@Ljmdeb](https://datachallenge.cfm.fr/u/Ljmdeb)\ **Replies:** 1\ **Last updated:** [January 13, 2020, 12:23pm UTC](https://datachallenge.cfm.fr/t/my-solution-for-the-2019-data-challenge/247 "2020-01-13T12:23:05Z")
Hi, to those that may be interested, I’ve uploaded a presentation and a jupyter notebook with my solution to the CFM 2019 Data Challenge, which is ranked #3 on the final ranking (#2 if you don’t count a deleted user). … --- ## [Specifications and and supervised learning type](https://datachallenge.cfm.fr/t/specifications-and-and-supervised-learning-type/237)
**Author:** [@Salim\_Gaci](https://datachallenge.cfm.fr/u/Salim_Gaci)\ **Replies:** 2\ **Last updated:** [November 19, 2019, 3:25pm UTC](https://datachallenge.cfm.fr/t/specifications-and-and-supervised-learning-type/237 "2019-11-19T15:25:45Z")
Hello, It might seem simple but I wonder whether we are called to use regression or classification. In fact, if we use regression, we can then deduce the class of the output (1 if it is a positive return and 0 if not, f… --- ## [Baseline solution](https://datachallenge.cfm.fr/t/baseline-solution/217)
**Author:** [@Alonso\_Silva](https://datachallenge.cfm.fr/u/Alonso_Silva)\ **Replies:** 8\ **Last updated:** [July 10, 2019, 6:32am UTC](https://datachallenge.cfm.fr/t/baseline-solution/217 "2019-07-10T06:32:22Z")
Hi everyone, This is the baseline solution we’re trying to beat: https://colab.research.google.com/drive/1OfFkPA5wDPgrOxQBVZBlKUa8UHiBMSsZ It’s in Google colab so you can run it on your browser. All the best. --- ## [Resources with very good solutions (2018 challenge)](https://datachallenge.cfm.fr/t/resources-with-very-good-solutions-2018-challenge/129)
**Author:** [@lebigot](https://datachallenge.cfm.fr/u/lebigot)\ **Replies:** 0\ **Last updated:** [September 4, 2018, 6:10pm UTC](https://datachallenge.cfm.fr/t/resources-with-very-good-solutions-2018-challenge/129 "2018-09-04T18:10:22Z")
Quite a few of our participants generously provided information about their methods: they can help you reach higher ranks in the competition faster. Here are slides about the methods of two top 2018 participants: Haml… --- ## [Proposed solution](https://datachallenge.cfm.fr/t/proposed-solution/105)
**Author:** [@cyrilgarcia](https://datachallenge.cfm.fr/u/cyrilgarcia)\ **Replies:** 1\ **Last updated:** [June 18, 2018, 10:53am UTC](https://datachallenge.cfm.fr/t/proposed-solution/105 "2018-06-18T10:53:09Z")
Hi everyone, Here is our solution (5th of the challenge). I would be glad to see other participants solutions! https://www.researchgate.net/publication/325678573\_Intraday\_Volatility\_Prediction --- ## [Aggregation of the volatilities](https://datachallenge.cfm.fr/t/aggregation-of-the-volatilities/82)
**Author:** [@Michal\_Gala](https://datachallenge.cfm.fr/u/Michal_Gala)\ **Replies:** 2\ **Last updated:** [April 19, 2018, 2:38pm UTC](https://datachallenge.cfm.fr/t/aggregation-of-the-volatilities/82 "2018-04-19T14:38:08Z")
Hello, I have seen in a previous post that the organizer would not provide the formula for the volatility computation. But could you inform us about how we can aggregate the volatilities. I guess, based on the baselin… --- ## [Time Series with the data](https://datachallenge.cfm.fr/t/time-series-with-the-data/75)
**Author:** [@Mayank\_More](https://datachallenge.cfm.fr/u/Mayank_More)\ **Replies:** 1\ **Last updated:** [April 16, 2018, 6:48pm UTC](https://datachallenge.cfm.fr/t/time-series-with-the-data/75 "2018-04-16T18:48:37Z")
Since the days are randomized, we can not use time series model such as ARCH/GARCH to predict the volatility. Is anyone using such models after doing some transformation on the data or only regression models and its vari… --- ## [Tips for data science competitions](https://datachallenge.cfm.fr/t/tips-for-data-science-competitions/73)
**Author:** [@lebigot](https://datachallenge.cfm.fr/u/lebigot)\ **Replies:** 0\ **Last updated:** [April 5, 2018, 6:28pm UTC](https://datachallenge.cfm.fr/t/tips-for-data-science-competitions/73 "2018-04-05T18:28:49Z")
There is an interesting online course with top Kaggle competitors, that you might want to check in order to hone your data science competition skills: Those who speak French might also enjoy this 45 minute video by a… --- ## [Starting Kit (Notebook)](https://datachallenge.cfm.fr/t/starting-kit-notebook/72)
**Author:** [@Frapy](https://datachallenge.cfm.fr/u/Frapy)\ **Replies:** 1\ **Last updated:** [April 4, 2018, 12:20pm UTC](https://datachallenge.cfm.fr/t/starting-kit-notebook/72 "2018-04-04T12:20:18Z")
Hello everyone ! Since this forum is about collaboration, I decided to release a starting kit for the challenge : https://github.com/FrancoisPierre/CFM/blob/master/Starting\_kit.ipynb This Jupyter Notebook implements a …