# Latest **URL:** https://datachallenge.cfm.fr/latest.md [Latest](https://datachallenge.cfm.fr/latest.md) · [Categories](https://datachallenge.cfm.fr/categories.md) --- ## [Welcome to the CFM Data Challenge Forum](https://datachallenge.cfm.fr/t/welcome-to-the-cfm-data-challenge-forum/8)
**Author:** [@system](https://datachallenge.cfm.fr/u/system)\ **Replies:** 0\ **Last updated:** [January 10, 2018, 12:53pm UTC](https://datachallenge.cfm.fr/t/welcome-to-the-cfm-data-challenge-forum/8 "2018-01-10T12:53:00Z")
Welcome Welcome to the Official Forum of the CFM Data Challenge, a yearly data science competition that has the advantage of being open to newcomers thanks to its smaller size. The challenge is open each year from Januar… --- ## ["tod" & "ts\_last\_update" parameters - unclear specification](https://datachallenge.cfm.fr/t/tod-ts-last-update-parameters-unclear-specification/259)
**Author:** [@jeanba](https://datachallenge.cfm.fr/u/jeanba)\ **Replies:** 8\ **Last updated:** [July 22, 2024, 8:11am UTC](https://datachallenge.cfm.fr/t/tod-ts-last-update-parameters-unclear-specification/259 "2024-07-22T08:11:46Z")
Hi, thanks for organizing this challenge! I’ve got a quick question regarding the “tod” parameter: On the Data Challenge website, it is specified that the “tod” parameter is to be interpreted as: “when the trade was ex… --- ## [IMPORTANT: student challenge deadline: Oct. 1st (not June 15th!)](https://datachallenge.cfm.fr/t/important-student-challenge-deadline-oct-1st-not-june-15th/362)
**Author:** [@lebigot](https://datachallenge.cfm.fr/u/lebigot)\ **Replies:** 0\ **Last updated:** [June 3, 2022, 1:12pm UTC](https://datachallenge.cfm.fr/t/important-student-challenge-deadline-oct-1st-not-june-15th/362 "2022-06-03T13:12:09Z")
Hello, I just wanted to make sure that everybody saw that the deadline for the student-only CFM ranking is October 1st, this year (and probably also in the following years). More details on the student competition can … --- ## [End-of-year ranking 2021: official top 10!](https://datachallenge.cfm.fr/t/end-of-year-ranking-2021-official-top-10/346)
**Author:** [@CFM\_HR](https://datachallenge.cfm.fr/u/CFM_HR)\ **Replies:** 0\ **Last updated:** [December 20, 2021, 2:17pm UTC](https://datachallenge.cfm.fr/t/end-of-year-ranking-2021-official-top-10/346 "2021-12-20T14:17:13Z")
Hello everyone, You will find below the final (“private”) ranking for the 2021 CFM Challenge Data! Congratulations to everybody. Here it is, with the scores: franck.zibi: 0.3796 Hyperpoint: 0.3848 alexj: 0.3935 chami… --- ## [Mid-2021 final ranking!](https://datachallenge.cfm.fr/t/mid-2021-final-ranking/333)
**Author:** [@CFM\_HR](https://datachallenge.cfm.fr/u/CFM_HR)\ **Replies:** 0\ **Last updated:** [July 27, 2021, 5:16pm UTC](https://datachallenge.cfm.fr/t/mid-2021-final-ranking/333 "2021-07-27T17:16:06Z")
The final (“private”) mid-year ranking for the 2021 CFM Challenge Data is out! Congratulations to everybody. Here it is, with the scores: alexj: 0.3935 Hyperpoint: 0.3948 franck.zibi: 0.4117 azerty248: 0.4202 Random\_Fi… --- ## [Is the ENS platform down?](https://datachallenge.cfm.fr/t/is-the-ens-platform-down/332)
**Author:** [@iyacine](https://datachallenge.cfm.fr/u/iyacine)\ **Replies:** 2\ **Last updated:** [July 8, 2021, 1:17pm UTC](https://datachallenge.cfm.fr/t/is-the-ens-platform-down/332 "2021-07-08T13:17:25Z")
Hello, Is it possible to get access to data and the challenge description without using the ENS platform ? it seems that their website is down. Regards, Yacine --- ## [A question about the target variable](https://datachallenge.cfm.fr/t/a-question-about-the-target-variable/328)
**Author:** [@DJOE](https://datachallenge.cfm.fr/u/DJOE)\ **Replies:** 1\ **Last updated:** [June 28, 2021, 3:49pm UTC](https://datachallenge.cfm.fr/t/a-question-about-the-target-variable/328 "2021-06-28T15:49:02Z")
Good evening, Thanks for organizing this challenge. Can the auction volume take values greater than 100 % because I have found that the target variable contains 12758 positive values. Is it normal? Thanks in advance, … --- ## [End-of-year ranking 2020: official top 10](https://datachallenge.cfm.fr/t/end-of-year-ranking-2020-official-top-10/324)
**Author:** [@CFM\_HR](https://datachallenge.cfm.fr/u/CFM_HR)\ **Replies:** 0\ **Last updated:** [June 21, 2021, 10:04am UTC](https://datachallenge.cfm.fr/t/end-of-year-ranking-2020-official-top-10/324 "2021-06-21T10:04:44Z")
Hello everyone, You will find below the final (“private”) ranking for the 2020 CFM Challenge Data! Congratulations to everybody. Here it is, with the scores: Qjacob: 0.4925 realFrancoisPignon: 0.4913 Hyperpoint: 0.489… --- ## [Sharing some ideas](https://datachallenge.cfm.fr/t/sharing-some-ideas/305)
**Author:** [@alexj](https://datachallenge.cfm.fr/u/alexj)\ **Replies:** 7\ **Last updated:** [April 10, 2021, 1:12pm UTC](https://datachallenge.cfm.fr/t/sharing-some-ideas/305 "2021-04-10T13:12:44Z")
Hi, I’m starting this thread with the hope of motivating some participants to share fresh ideas :slight\_smile: My current solution is based on the benchmark described by the hosts (linear regression followed by trainin… --- ## [2021 Challenge on ENS](https://datachallenge.cfm.fr/t/2021-challenge-on-ens/303)
**Author:** [@ochahid](https://datachallenge.cfm.fr/u/ochahid)\ **Replies:** 1\ **Last updated:** [March 24, 2021, 8:34am UTC](https://datachallenge.cfm.fr/t/2021-challenge-on-ens/303 "2021-03-24T08:34:21Z")
Hi, Is the 2021 challenge still open for subscription? Thank you very much. --- ## [Mid-2020 final ranking!](https://datachallenge.cfm.fr/t/mid-2020-final-ranking/280)
**Author:** [@lebigot](https://datachallenge.cfm.fr/u/lebigot)\ **Replies:** 2\ **Last updated:** [October 6, 2020, 12:48pm UTC](https://datachallenge.cfm.fr/t/mid-2020-final-ranking/280 "2020-10-06T12:48:58Z")
The final (“private”) mid-year ranking for the 2020 CFM Challenge Data is out! Congratulations to everybody. Here it is, with the scores: qjacob: 0.4909 yosri.sakly-louis.lapassat: 0.4882 chamine: 0.4865 realFrancoisPi… --- ## [\[2018\] 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). … --- ## [End-of-year ranking 2019: official top 10](https://datachallenge.cfm.fr/t/end-of-year-ranking-2019-official-top-10/243)
**Author:** [@lebigot](https://datachallenge.cfm.fr/u/lebigot)\ **Replies:** 0\ **Last updated:** [January 6, 2020, 5:13pm UTC](https://datachallenge.cfm.fr/t/end-of-year-ranking-2019-official-top-10/243 "2020-01-06T17:13:26Z")
The final ranking of the 2019 Challenge Data is available on the official website, and is visible from any participant (if the link doesn’t work, go to the “Final Ranking” tab of the Prediction of Daily Stock Movements c… --- ## [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… --- ## [What is the return?](https://datachallenge.cfm.fr/t/what-is-the-return/42)
**Author:** [@Twice22](https://datachallenge.cfm.fr/u/Twice22)\ **Replies:** 10\ **Last updated:** [November 4, 2019, 4:58pm UTC](https://datachallenge.cfm.fr/t/what-is-the-return/42 "2019-11-04T16:58:50Z")
Hello. I’m trying to understand the data of the challenge. Actually I still don’t understand what is the return. In the video at 3:05 it is said that it indicates wether or not the price increased during the next 5 minu… --- ## [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. --- ## [Mid-2019 (student-only) final ranking!](https://datachallenge.cfm.fr/t/mid-2019-student-only-final-ranking/215)
**Author:** [@lebigot](https://datachallenge.cfm.fr/u/lebigot)\ **Replies:** 0\ **Last updated:** [June 26, 2019, 2:36pm UTC](https://datachallenge.cfm.fr/t/mid-2019-student-only-final-ranking/215 "2019-06-26T14:36:50Z")
The final (“private”) mid-year ranking for students (up to PhD included) for the 2019 CFM Challenge Data is out! Congratulations to everybody, and in particular to the top-10 student groups. Here it is, with the scores: … --- ## [Problem of submission](https://datachallenge.cfm.fr/t/problem-of-submission/198)
**Author:** [@duong\_nguyen](https://datachallenge.cfm.fr/u/duong_nguyen)\ **Replies:** 2\ **Last updated:** [April 6, 2019, 6:55pm UTC](https://datachallenge.cfm.fr/t/problem-of-submission/198 "2019-04-06T18:55:28Z")
Hi, I tried to submit our solution for the first time yesterday but it did not work. It keeps showing up the message “ValueError at /participants/challenges/16/submit. ‘SubmissionForm’ has no field name ‘y\_test\_pred\_cs… --- ## [End-of-year ranking 2018 (#2 in 2): official top 10](https://datachallenge.cfm.fr/t/end-of-year-ranking-2018-2-in-2-official-top-10/159)
**Author:** [@lebigot](https://datachallenge.cfm.fr/u/lebigot)\ **Replies:** 1\ **Last updated:** [January 3, 2019, 8:15pm UTC](https://datachallenge.cfm.fr/t/end-of-year-ranking-2018-2-in-2-official-top-10/159 "2019-01-03T20:15:27Z")
The official top 10 for the end-of-year 2018 ranking is as follows: 1 Konstantin Tikhonov & Waldemar Schulgin (20.7319) 2 Cyrille Delabre (20.8711) 3 Motoki Saitama (20.908) 4 Hamlet Jesse Medina Ruiz (20.9396) 5 Ol… --- ## [Deadlines for the 2018 challenge](https://datachallenge.cfm.fr/t/deadlines-for-the-2018-challenge/49)
**Author:** [@Mehdi](https://datachallenge.cfm.fr/u/Mehdi)\ **Replies:** 6\ **Last updated:** [December 26, 2018, 7:56pm UTC](https://datachallenge.cfm.fr/t/deadlines-for-the-2018-challenge/49 "2018-12-26T19:56:25Z")
Hi, I’m a bit confused about which deadlines for the challenge apply. It seems the challenge is open up to December but for previous challenges’ it seems prizes were given in June. When will the competition end and pri… --- ## [Prizes for December 2018](https://datachallenge.cfm.fr/t/prizes-for-december-2018/128)
**Author:** [@lebigot](https://datachallenge.cfm.fr/u/lebigot)\ **Replies:** 4\ **Last updated:** [December 26, 2018, 7:54pm UTC](https://datachallenge.cfm.fr/t/prizes-for-december-2018/128 "2018-12-26T19:54:26Z")
Today’s news is that there will also be prizes for the December 27, 2018 ranking (following the mid-2018 prizes). Now is a good time to start or resume competing! More details can be found in the post Welcome to the CF… --- ## [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… --- ## [Mid-June 2018 ranking (#1 in 2): official top 10](https://datachallenge.cfm.fr/t/mid-june-2018-ranking-1-in-2-official-top-10/104)
**Author:** [@lebigot](https://datachallenge.cfm.fr/u/lebigot)\ **Replies:** 2\ **Last updated:** [July 24, 2018, 10:45pm UTC](https://datachallenge.cfm.fr/t/mid-june-2018-ranking-1-in-2-official-top-10/104 "2018-07-24T22:45:22Z")
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 Jé… --- ## [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 --- ## [Submissions Issue](https://datachallenge.cfm.fr/t/submissions-issue/87)
**Author:** [@cyrilgarcia](https://datachallenge.cfm.fr/u/cyrilgarcia)\ **Replies:** 4\ **Last updated:** [May 2, 2018, 9:05pm UTC](https://datachallenge.cfm.fr/t/submissions-issue/87 "2018-05-02T21:05:23Z")
I have an issue with submissions. I only submitted two times yesterday (these were my two first submissions) and after these two submissions I couldn’t submit anything anymore for 6 hours. Today, I’m trying to submit som… --- ## [Volatility computation](https://datachallenge.cfm.fr/t/volatility-computation/51)
**Author:** [@Laurent\_Meunier](https://datachallenge.cfm.fr/u/Laurent_Meunier)\ **Replies:** 8\ **Last updated:** [April 30, 2018, 11:35am UTC](https://datachallenge.cfm.fr/t/volatility-computation/51 "2018-04-30T11:35:16Z")
Hello, in the description of your documents, you define the volatility as the standard deviation of the price over a time period. I am not sure to understand regarding the classical definition of volatility in finance. C… --- ## [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… --- ## [Academic project about this competition](https://datachallenge.cfm.fr/t/academic-project-about-this-competition/80)
**Author:** [@cyrilgarcia](https://datachallenge.cfm.fr/u/cyrilgarcia)\ **Replies:** 2\ **Last updated:** [April 17, 2018, 5:36pm UTC](https://datachallenge.cfm.fr/t/academic-project-about-this-competition/80 "2018-04-17T17:36:20Z")
I am currently a grad student and I was wondering if I could write a paper describing my methods and the different results I get with your data. I understand that the volatility is computed with a proprietary algorithm a… --- ## [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… [Next page](https://datachallenge.cfm.fr/latest.md?page=1)