09
Jun
10

Mundial: ganele a un quant…

Lamentablemente hay poco tiempo, pero Kaggle ofrece dicha oportunidad -hasta este viernes-.

Viendo los resultados de los distintos “modelos quants” de importantes bancos, te da la chance de hacer tu modelo, brindandote una pequeña base de datos. Sumado al pago no monetario al ego, ofrecen 100 dolares.

As a break from projecting the strength of subprime mortgages, credit default swaps and other abstruse financial instruments, quantitative analysts at Goldman Sachs, JP Morgan, UBS and Danske Bank have modeled the 2010 soccer FIFA World Cup. We have set up a forecasting competition, allowing competitors to go head-to-head with these corporate giants.

The challenge is to correctly predict how far each country will progress in the tournament. There is a small dataset and some links to variables of interest on the data page. There are links to the investment banks’ predictions and other World Cup modeling efforts on the hints page.

We are running two challenges side-by-side – a Take on the Quants Challenge and a Confidence Challenge. The Take on the Quants Challenge simply requires competitors to pick how far teams will progress in the tournament. Competitors’ entries will be ranked against the predictions made by the investment banks. The Confidence Challenge requires competitors to assign a level of confidence to each prediction – a competitor’s score is weighted by their level of confidence. Competitors enter both challenges with a single submission. There are more details on the submission instructions page and theevaluation page.

The competition closes just before the first game kicks off on June 11th.


0 Responses to “Mundial: ganele a un quant…”



  1. Leave a Comment

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s


Fun & Finance

Vimeo

Fun & Finance Rollover

Contacto

informes@qfclub.com.ar
"It is hard to be finite upon an infinite subject, and all subjects are infinite." Herman Melville

Powered by

June 2010
M T W T F S S
« May   Jul »
 123456
78910111213
14151617181920
21222324252627
282930  

Categorias

Archivo

Ingrese su dirección de email para suscribirse a este blog y recibir las notificaciones de nuevos posts via email

Join 35 other followers

Web Analytics Clicky

%d bloggers like this: