/ml_course_final_project

Final project for ML course.

Primary LanguagePythonMIT LicenseMIT

ml_course_final_project

Final project for ML course.

Description

This project is a final project for the ML course conducted by Prof.Ying in PKU. The project is based on a kaggle competition host by Optiver.

Structure

  • data/: The directory to store the data.
  • checkpoints/: The directory to store the checkpoints.
  • core/: The directory to store the feature engineering, models and losses.
  • assets/: The directory to store the assets.
  • config/: The configuration files.
  • main.py: The main file to run the code.

Usage

We recommend to run the code with python 3.10.

  1. Clone the repository
  2. Download the data from the kaggle competition and put the data into the data/ directory. You can also download the data from PKU disk:
Download URL

File Name：optiver-realized-volatility-prediction.zip

Due：2024-09-01 20:30

  1. Run the following command to install the required packages:
pip install -r requirements.txt
  1. Run the following command to run the code:
python main.py

License

This project is licensed under the MIT License - see the LICENSE file for details.