Call for participation: INFORMS Data Mining Contest 2010
The INFORMS Data Mining Section (in conjunction with Sinapse) is pleased to announce its third annual Data Mining Contest: http://kaggle.com/informs2010.
This contest requires participants to develop a model that predicts stock price movements at five minute intervals.
Competitors will be provided with intraday trading data showing stock price movements at five minute intervals, sectoral data, economic data, experts’ predictions and indexes.
We have provided a training database to allow participants to build their predictive models. Participants will be evaluated according to the arithmetic mean of the AUC on the test database.
Being able to better predict short-term stock price movements would be a boon for high-frequency traders, so the methods developed in this contest could have a big impact on the finance industry.
The submission deadline is October 10th 2010. The winners of this contest will be honoured at a session during INFORMS Annual Meeting in Austin-Texas (November 7-10).
Visit the INFORMS Data Mining Contest web page for more details: http://kaggle.com/informs2010