Financial Quants Compete to Predict Stock Price Movements

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The Institute for Operations Research and the Management Sciences has launched a competition for financial quants. The contest requires analysts to predict short term stock price movements given sectoral data, economic data, experts' predictions and indices. Methods developed in this contest could have a significant impact on the finance industry.

INFORMS machine learning contest logo

The Institute for Operations Research and the Management Sciences INFORMS) has launched a prediction competition for financial quants. The contest requires analysts to predict short term stock price movements at five minute intervals.

Competitors will be provided with intraday trading data showing sectoral data, economic data, experts' predictions and indices.

High-frequency traders put billions of dollars at stake on a daily basis. Having good predictive models allows traders to better understand what drives stock prices, promoting better investment decisions and better informed risk management. The methods developed by this contest could have a significant impact on the finance industry.

The submission deadline is 10 October 2010. Final results will be announced on 12 October. The winners of this contest will be honoured at a session of the INFORMS Annual Meeting in Austin, Texas (November 7-10).

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