Notebooks I submitted for the Kaggle "JPX Tokyo Stock Exchange Prediction" challenge, where I developed both LSTM and LGBM models. The solutions were evaluated on the Sharpe Ratio produced by our models over a period of 3 months. I ranked 71/2033 (Top 4%).
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Notebooks I submitted for the Kaggle "JPX Tokyo Stock Exchange Prediction" challenge, where I developed both LSTM and LGBM models. The solutions were evaluated on the Sharpe Ratio produced by our models over a period of 3 months. I ranked 71/2033 (Top 4%).
Adam-Chellaoui/Predicting-the-Japan-Stock-Market-Kaggle-Challenge
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Notebooks I submitted for the Kaggle "JPX Tokyo Stock Exchange Prediction" challenge, where I developed both LSTM and LGBM models. The solutions were evaluated on the Sharpe Ratio produced by our models over a period of 3 months. I ranked 71/2033 (Top 4%).
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