Kaggle Solution Comparison

Kaggle overview

Kaggle contests are based on the famous Netflix data prediction challenge. After spending as much time as possible with their movie prediction algorithm, they decided to publish training data and put up million dollar prize!

Turns out this was money well spent. This is a supervised learning problem where the data is very sparse. Teams formed, combining best practices and finally were able to reach the prize.

This an an example of a pure prediction problem. All that matters is performance. Another factor, interpretability, is ignored in this case and the models are “black box.” Since this is about movies, this makes a lot of sense!

Kaggle formed as a way to continuously host Netflix style competitions on the very toughest of data sets.

Optiver Kaggle competitions

Optiver has hosted two Kaggle competitions! Click on the links below to check them out.

Trading at the close


In this competition, you are challenged to develop a model capable of predicting the closing price movements

Realized volatility prediction


Volatility captures the amount of fluctuation in prices

Are there any other financial Kaggle competions?

Apparently