Jane Street Competition 2024

Helpful Resources §

• Probabilistic transformer-based forecasting - https://huggingface.co/blog/time-series-transformers

First Steps §

The GitHub repository we can work with is here

1. We need an inference notebook that we can load models into and submit results
   1. Probably using the polars library
   2. Should try and modularize any sections that might change.
      1. e.g. feature engineering, model evaluation (f(x) —> y)
2. New folder for each “experiment”
   1. Towards the end of the competition we should be able to benefit from a “ensemble of solutions” - https://www.kaggle.com/code/vyacheslavbolotin/jane-street-ensemble-of-solutions

Progress §

Date	Description	Result
10/28/2024	GitHub Repository Created	NA