4 months, 1 week ago
FedCSIS 2024 Data Science Challenge: Predicting Stock Trends
FedCSIS 2024 Data Science Challenge: Predicting Stock Trends is the 10th data science challenge organized under the auspices of the Conference on Computer Science and Intelligence Systems (https://fedcsis.org/). In this anniversary edition, the task is related to financial data - participants are asked to predict the performance of investments in selected stocks from several industry sectors. The competition is sponsored by Yettel.Bank (former Mobi Banka) (https://www.yettelbank.rs/en/) and the Conference on Computer Science and Intelligence Systems series.
The topic of this year's data science competition is the prediction of stock trends. The dataset contains key financial indicators for 300 companies chosen from 11 different sectors of the S&P 500 index, from 10 years. Each company is described by values of 58 indicators that are derived from its financial statements. The dataset also contains information on 1-year change for each indicator, which can indicate a trend in the considered values. The task for the competition participants is to develop a predictive model able to accurately forecast stock trend movements based on the provided financial fundamental data. Such a model could have a vital role in algorithmic or manual trading, providing the trading signals for making decisions about whether it is a good moment to buy or sell the stock, or maybe not to trade at all. The competition's sponsor is Yettel.Bank (part of the PPF group, former Mobi Banka) – the first bank in the Western Balkan region where banking is done fully mobile.
Special session at FedCSIS 2024: As in previous years, a special session devoted to the competition will be held at the conference. We will invite authors of selected challenge reports to extend them for publication in the conference proceedings (after reviews by Organizing Committee members) and presentation at the conference. The papers will be indexed by the IEEE Digital Library and Web of Science. The invited teams will be chosen based on their final rank, the innovativeness of their approach, and the quality of the submitted report.
Rank | Team Name | Is Report | Preliminary Score | Final Score | Submissions | |
---|---|---|---|---|---|---|
1 | NxGTR |
True | True | 0.6584 | 0.772000 | 52 |
2 | hieuvq |
True | True | 0.7376 | 0.800300 | 220 |
3 | StockTrends |
True | True | 0.7228 | 0.802000 | 52 |
4 | beamon |
True | True | 0.6980 | 0.805900 | 90 |
5 | Pattern Pioneers |
True | True | 0.7822 | 0.807600 | 51 |
6 | Team1 |
True | True | 0.7525 | 0.809800 | 20 |
7 | Stokastik Heinz |
True | True | 0.7970 | 0.818700 | 27 |
8 | Data_Bombers |
True | True | 0.7624 | 0.823700 | 53 |
9 | The Singleton |
True | True | 0.7921 | 0.825900 | 5 |
10 | No-Name |
True | True | 0.7426 | 0.827000 | 39 |
11 | TUmany Data |
True | True | 0.7030 | 0.830400 | 56 |
12 | DataDiggers |
True | True | 0.7376 | 0.833100 | 66 |
13 | Tsilkow |
True | True | 0.8020 | 0.833100 | 5 |
14 | DML |
True | True | 0.5941 | 0.841500 | 401 |
15 | O.W.C.A. |
True | True | 0.8020 | 0.843200 | 18 |
16 | Amy |
True | True | 0.6485 | 0.845400 | 240 |
17 | DataCraft |
True | True | 0.8069 | 0.847100 | 39 |
18 | smatcosk |
True | True | 0.7178 | 0.848700 | 139 |
19 | Dymitr |
True | True | 0.7178 | 0.849800 | 168 |
20 | mk |
True | True | 0.7772 | 0.850900 | 11 |
21 | baseline |
True | True | 0.8515 | 0.854800 | 5 |
22 | unicas09 |
True | True | 0.7277 | 0.857100 | 26 |
23 | Akash Gupta |
True | True | 0.8416 | 0.858200 | 3 |
24 | Unicas04 |
True | True | 0.7376 | 0.862600 | 50 |
25 | AIBrain |
True | True | 0.6485 | 0.865400 | 90 |
26 | unicas14 |
True | True | 0.7772 | 0.867600 | 118 |
27 | l31415 |
True | True | 0.8168 | 0.867600 | 4 |
28 | Adam |
True | True | 0.8218 | 0.869300 | 5 |
29 | Unicas15 |
True | True | 0.7921 | 0.872600 | 40 |
30 | undefined |
True | True | 0.8515 | 0.881000 | 3 |
31 | team name |
True | True | 0.9950 | 0.903200 | 1 |
32 | unicas01 |
True | True | 0.7079 | 0.903800 | 67 |
33 | DataCrusher |
False | True | 0.7178 | No report file found or report rejected. | 28 |
34 | wxyz |
False | True | 0.7178 | No report file found or report rejected. | 40 |
35 | unicas10 |
False | True | 0.7277 | No report file found or report rejected. | 70 |
36 | Khakisark |
False | True | 0.7327 | No report file found or report rejected. | 25 |
37 | Cyan |
False | True | 0.7475 | No report file found or report rejected. | 54 |
38 | Cena |
False | True | 0.7475 | No report file found or report rejected. | 5 |
39 | unicas11 |
False | True | 0.7475 | No report file found or report rejected. | 54 |
40 | Hawk |
False | True | 0.7525 | No report file found or report rejected. | 14 |
41 | unicas06 |
False | True | 0.7525 | No report file found or report rejected. | 42 |
42 | basakesin |
False | True | 0.7574 | No report file found or report rejected. | 11 |
43 | unicas21 |
False | True | 0.7574 | No report file found or report rejected. | 59 |
44 | unicas18 |
False | True | 0.7624 | No report file found or report rejected. | 13 |
45 | unicas05 |
False | True | 0.7475 | No report file found or report rejected. | 106 |
46 | Hackafon |
False | True | 0.7723 | No report file found or report rejected. | 21 |
47 | Statistik |
False | True | 0.7723 | No report file found or report rejected. | 3 |
48 | Beta |
False | True | 0.7723 | No report file found or report rejected. | 2 |
49 | rdeggau |
False | True | 0.7772 | No report file found or report rejected. | 38 |
50 | recreativo |
False | True | 0.7772 | No report file found or report rejected. | 11 |
51 | wdrz |
False | True | 0.7673 | No report file found or report rejected. | 7 |
52 | TUmuch Data |
False | True | 0.7772 | No report file found or report rejected. | 4 |
53 | unicas13 |
False | True | 0.7772 | No report file found or report rejected. | 13 |
54 | CUFE |
False | True | 0.7871 | No report file found or report rejected. | 13 |
55 | VNteam |
False | True | 0.7871 | No report file found or report rejected. | 16 |
56 | Unity |
False | True | 0.7970 | No report file found or report rejected. | 8 |
57 | UseUrBrain |
False | True | 0.8020 | No report file found or report rejected. | 11 |
58 | mya |
False | True | 0.8069 | No report file found or report rejected. | 1 |
59 | unicas07 |
False | True | 0.8069 | No report file found or report rejected. | 33 |
60 | tch |
False | True | 0.7673 | No report file found or report rejected. | 4 |
61 | Felix |
False | True | 0.8119 | No report file found or report rejected. | 5 |
62 | 1 |
False | True | 0.8119 | No report file found or report rejected. | 20 |
63 | IML-MIMUW-0 |
False | True | 0.8218 | No report file found or report rejected. | 2 |
64 | unicas |
False | True | 0.8218 | No report file found or report rejected. | 39 |
65 | capybara |
False | True | 0.8267 | No report file found or report rejected. | 5 |
66 | SUDHIR KUMAR JOON |
False | True | 0.8267 | No report file found or report rejected. | 23 |
67 | buraczki |
False | True | 0.8267 | No report file found or report rejected. | 2 |
68 | deterministicforest |
False | True | 0.8366 | No report file found or report rejected. | 1 |
69 | sy-pl |
False | True | 0.8515 | No report file found or report rejected. | 7 |
70 | kubapok |
False | True | 0.8564 | No report file found or report rejected. | 5 |
71 | 418 teapots |
False | True | 0.8564 | No report file found or report rejected. | 3 |
72 | Mungosi |
False | True | 0.8564 | No report file found or report rejected. | 2 |
73 | neil |
False | True | 0.8911 | No report file found or report rejected. | 1 |
74 | Juul |
False | True | 0.9010 | No report file found or report rejected. | 5 |
75 | mmoczulski |
False | True | 0.9406 | No report file found or report rejected. | 1 |
76 | idcatc |
False | True | 0.9653 | No report file found or report rejected. | 1 |
77 | ANickeN |
False | True | 1.0396 | No report file found or report rejected. | 1 |
The task in this challenge is to design an accurate method for predicting a trading action (buy, sell, hold). The available training data contains 8,000 instances with fundamental financial data in a tabular format (CSV file with semicolons used as separators). Each instance in data represents an event – a financial statement announcement for one of the chosen 300 companies. It contains information on the company’s sector, values for 58 key financial indicators, 1-year (absolute) change for each of the 58 indicators, target class information (the column 'Class'), and risk-return performance for a period after the announcement (the column 'Perform').
Please note that the data contains two distinct types of missing values that have different semantics. One corresponds to non-available/missing information and another one can be interpreted as non-applicable. In data, one type is marked by "NA" string and another is just an empty string (there is no value).
Solution format: the test data, containing 2,000 instances, is also provided as a CSV file. The test file has the same format and naming scheme as the training data but it does not contain columns 'Class' and 'Perform'.
Solutions in this competition should be submitted to the online evaluation system as a text file with exactly 2,000 lines containing predictions for test instances. Each line in the submission should contain a single number from the set {1, 0, -1} that indicates the predicted trading action for the event. The ordering of predictions should be the same as the ordering of the test set.
Evaluation: the quality of submissions will be evaluated using the average error cost measure with the error cost matrix given below:
-1 | 0 | 1 | |
---|---|---|---|
-1 | 0 | 1 | 2 |
0 | 1 | 0 | 1 |
1 | 2 | 1 | 0 |
In particular, the error value is computed as: err = (confusion_matrix(preds, gt) * cost_matrix)/length(gt)), where the multiplication is done element-wise.
Solutions will be evaluated online, and the preliminary results will be published on the public leaderboard. The preliminary score will be computed on a small subset of the test records, fixed for all participants. The final evaluation will be performed after the completion of the competition using the remaining part of the test records. Those results will also be published online. It is important to note that only teams that submit a report describing their approach before the end of the challenge will qualify for the final evaluation.
- March 1, 2024: start of the competition
May 10May 24, 2024 (23:59 GMT): deadline for submitting the predictionsMay 12May 26, 2024 (23:59 GMT): deadline for sending the reports, end of the competitionMay 19June 2, 2024: online publication of the final results, sending invitations for submitting short papers for the special session at FedCSIS'24June 16June 30, 2024: deadline for submitting invited papersJune 30July 14, 2024: notification of paper acceptanceJuly 9July 23, 2024: camera-ready of accepted papers, and registration for the conference are due
Authors of the top-ranked solutions (based on the final evaluation scores) will be awarded prizes funded by the Sponsors:
- 1000 EUR for the winning solution + one free FedCSIS 2024 registration
- 600 EUR for the 2nd place solution + one free FedCSIS 2024 registration
- 300 EUR for the 3rd place solution + one free FedCSIS 2024 registration
- special award of 300 EUR for the solution with the highest cummulative performance + one free FedCSIS 2024 registration
- Aleksandar M. Rakićević, University of Belgrade
- Pavle D. Milošević, University of Belgrade
- Ivana T. Dragović, University of Belgrade
- Ana M. Poledica, University of Belgrade
- Milica M. Zukanović, University of Belgrade
- Ivan S. Luković, University of Belgrade
- Andrzej Janusz, Queensland University of Technology / QED Software
- Dominik Ślęzak, University of Warsaw / QED Software
Discussion | Author | Replies | Last post | |
---|---|---|---|---|
Upcoming Deadlines | Carlos | 0 | by Carlos Wednesday, July 17, 2024, 15:01:09 |
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Paper Submissions Instructions | Carlos | 1 | by Andrzej Wednesday, July 03, 2024, 10:32:22 |
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Final results - Special award winner | Aleksandar | 2 | by Carlos Friday, June 14, 2024, 22:09:20 |
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Final results | Aleksandar | 4 | by Andrzej Thursday, June 06, 2024, 03:45:06 |
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Thank you for participating! | Andrzej | 2 | by M Thursday, May 30, 2024, 09:14:07 |
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Data Understanding | Prachi | 1 | by Milica Monday, May 13, 2024, 15:46:25 |
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Deadline extension - May 24, 2024 | Aleksandar | 0 | by Aleksandar Wednesday, April 10, 2024, 09:05:50 |
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Unable to merge teams | 1 | by Andrzej Tuesday, April 02, 2024, 15:53:36 |
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metric code | Karol | 2 | by Dymitr Wednesday, March 13, 2024, 19:25:33 |
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Time order | Dymitr | 1 | by Aleksandar Friday, March 08, 2024, 15:30:31 |
The main sponsor of the competition, Yettel.Bank (former Mobi Banka), is a part of the PPF group and the first bank in the Western Balkan region where banking is done differently - fully mobile. With its unique user platform for mobile phones and PCs, it offers innovative digital banking services, simple to use and available anytime and anywhere.