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Objective
- There are two goals of the project and the first one is to predict ask price
based on the bid price and second one is to follow the requirement from Kaggle.
Kaggle Link: www.kaggle.com/competitions/optiver-trading-at-the-close
Challenge(s) and Solution(s)
- Biggest issue of this project is that if we use the given dataset using Random Forest which is a computation-consuming
ensemble learning technique then we need some computation cloud service(AWS or Azure)
- The easiest solution I used was to sample the dataset to a small portion.
Notice this might lead to loss of important information of the data. Further analysis needs to be done to determine
the effect of the sampling.
Tool(s)
- Python
↖ Click to view on GitHub
Project Highlights
Required Package
Ask Price Model-Random Forest Result
Target Model-Random Forest Result
