To run:
- Get the data at: https://www.kaggle.com/c/jane-street-market-prediction and place the zipped files in the raw directory in the data folder.
- Go to the
data_analysis.ipynb
notebook in the notebooks folder, and convert to feathered format. - Run cross-validation in the
cross_validation.ipynb
notebook or load best parameters from cross-validation inresults.ipynb
to run final results.