(Kaggle) Optiver - Trading at the Close
This post is a summary of participating in this Kaggle competition.
In general, it's a time series prediction competition which includes a strong background in finance, to the point that I spent a lot of time on figuring out those finance terms.
At the time I write this post, the final results haven't came out, but my final public score is 5.3341, ranking at the 186th place. My code is visible at my github.