richard_craib
Re:Internet vs. Wall Street: Ensembling AI in a Crowdsourced Hedge Fund
on Wednesday August 31, 2016 @01:23PM (#12399943)
You actually can't get that from the logloss number directly. However, ln(0.5) = 0.693... That's the logloss you'll get if you guessed randomly ie had no edge.
Re:Numerai, a hedge fund built by a community of anonymous data scient...
on Tuesday June 21, 2016 @11:47PM (#11951425)
Check your coin toss math on 1000, 10000, 100000 predictions.
Re:Numerai, a hedge fund built by a community of anonymous data scient...
on Tuesday June 21, 2016 @07:24PM (#11950291)
Every other machine learning competition I've seen is kind of one-off in nature. But stock market data is being generated all the time so I think there will always be new strategies to learn on Numerai.
Re:Numerai, a hedge fund built by a community of anonymous data scient...
on Tuesday June 21, 2016 @06:46PM (#11950077)
It would be easy to match an obfuscated stock market dataset with some third party dataset, and this has happened on many Kaggle competitions (data leaks). That's why the encryption here is important.