Fwd: [ML-news] MLSP 2008 Machine Learning Competition: Stock Market Prediction
Thomas Deselaers
---------- Forwarded message ----------
From: Terran Lane <ter...@cs.unm.edu>
Date: Thu, Feb 28, 2008 at 12:20 AM
Subject: [ML-news] MLSP 2008 Machine Learning Competition: Stock
Market Prediction
To: ML-...@googlegroups.com
MLSP 2008 Machine Learning Competition: Stock Market Prediction
The IEEE International Workshop on Machine Learning for Signal
Processing
(MLSP) is having its 4th annual machine learning competition.
The competition this year is to design a machine learning method to
predict
the stock market. Each entrant will start with $100,000 fictitious
dollars.
The machine learning algorithm will need to select stocks to
purchase/sell/cover/short for a test set that covers 6 months worth of
actual stock prices.
It is becoming more commonplace to use machine learning methods for
automated investing according to Zubin Jelveh, who writes [1],
"If movies like '2001: A Space Odyssey' and 'The Matrix' are any
indication,
humans are not comfortable with the idea of artificial intelligence
controlling their fate. So why ever trust a computer model to run your
investments? Because, in the real world, it seems to pay off. Many
mutual
funds that make their trades based on the recommendations of a
proprietary
computer model, known as quantitative or quant funds, have outperformed
their benchmarks in the last three years. And investors have noticed..."
We invite all interested machine learning researchers to participate.
For
this particular competition, however, access to and knowledge of
Matlab is a
requirement.
The deadline for submission is May 9, 2008. The details of the
competition
can be found at,
[1] Zubin Jelveh, "How a Computer Knows What Many Managers Don't," New
York
Times, July 9, 2006.
--
Terran Lane email=ter...@cs.unm.edu
WWW=http://www.cs.unm.edu/~terran/
"But I don't want to go among mad people," Alice remarked.
"Oh, you can't help that," said the Cat: "we're all mad here. I'm
mad. You're mad."
"How do you know I'm mad?" said Alice.
"You must be," said the Cat, "or you wouldn't have come here."