![Final Report](https://writelatex.s3.amazonaws.com/published_ver/1165.jpeg?X-Amz-Expires=14400&X-Amz-Date=20240727T120016Z&X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Credential=AKIAWJBOALPNFPV7PVH5/20240727/us-east-1/s3/aws4_request&X-Amz-SignedHeaders=host&X-Amz-Signature=c030646a9c35e57919c6e187050f8bc265aeec9b50c2f1306bf717f8692e2ffa)
Final Report
Autor
Guiseppe
Letzte Aktualisierung
vor 10 Jahren
Lizenz
Creative Commons CC BY 4.0
Abstrakt
Supplied with high frequency stock-trading data, we developed statistical models to predict the market 1 second and 60 seconds in the future. Our models beat the benchmark RMSE score, but placed 2nd in the competition.
![Final Report](https://writelatex.s3.amazonaws.com/published_ver/1165.jpeg?X-Amz-Expires=14400&X-Amz-Date=20240727T120016Z&X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Credential=AKIAWJBOALPNFPV7PVH5/20240727/us-east-1/s3/aws4_request&X-Amz-SignedHeaders=host&X-Amz-Signature=c030646a9c35e57919c6e187050f8bc265aeec9b50c2f1306bf717f8692e2ffa)