Report summarizing varied ML approaches (neural nets, boosting, CNN-LSTM) used by top teams in a stock ranking competition evaluated on Spearman's correlation and NDCG.
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the s&p 500
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Investment Ranking Challenge: Identifying the best performing stocks based on their semi-annual returns
Report summarizing varied ML approaches (neural nets, boosting, CNN-LSTM) used by top teams in a stock ranking competition evaluated on Spearman's correlation and NDCG.