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Jane Street Market Prediction
Overview
Predicting profitable trading opportunities from anonymized financial market data. The competition required building models that could identify actionable signals in noisy, high-dimensional market features.
Approach
- Feature selection and denoising on anonymized market signals
- Gradient boosting and neural network ensembles
- Custom utility-based optimization aligned with competition metric
- Time-aware validation to avoid lookahead bias
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Ventilator Pressure Prediction
Overview
Predicting airway pressure in mechanically ventilated patients. The challenge simulated a ventilator connected to a sedated patient’s lung, requiring models to predict pressure time series given control inputs.
Result
185/2605 🥉