Primary competition visual

Cryptocurrency Closing Price Prediction

Helping Global
$1 000 USD
Challenge completed ~4 years ago
Prediction
795 joined
354 active
Starti
Jun 25, 21
Closei
Sep 19, 21
Reveali
Sep 19, 21
User avatar
skaak
Ferra Solutions
Online meeting to discuss this competition
9 Sep 2021, 11:56 · 4

Hi all,

If you want, join me for an online discussion about this competition. We will discuss how you could approach it, techniques to use, results obtained and so on. The idea is to share experience with this competition and help others make progress in the last few days.

This will be in the form of a Zoom meeting, all welcome. Details below.

MG Ferreira is inviting you to a scheduled Zoom meeting.
Topic: Crypto competition
Time: Sep 10, 2021 03:30 PM Johannesburg
Join Zoom Meeting
https://us02web.zoom.us/j/81410655006?pwd=eG1QdVc4K0l4WmhDWnpEM0JGejFiQT09
Meeting ID: 814 1065 5006
Passcode: Zindi
Discussion 4 answers
User avatar
Masilokwa
University of cape town

Thank you @skaak.

9 Sep 2021, 12:25
Upvotes 0

Thanks

9 Sep 2021, 13:01
Upvotes 0
User avatar
skaak
Ferra Solutions

Thanks everybody, was really a nice discussion and an good turnout. I have also received a few private messages about it, so for those and for the benefit of the attendees, below are some of the discussion points.

  • try to use transformations such as C/O - 1 (note these ratios and percentages naturally lend themselves to beta regression and with cauchy errors it seems to make marginal improvements)
  • use random forrest or boost regression and just the "financial" data (e.g. open, high, low ...) not social media stuff seems to work
  • set the missing values to zero
  • segment the sample e.g. on market cap or when H - L is "high" and fit different models to the segments
  • fit a combination of main and error correction models where the main model uses financial and the error correcting uses social media stuff
  • the asymmetry and outliers are problematic and need to be addressed
11 Sep 2021, 07:39
Upvotes 0