Competitive machine learning at Numerai – Oscar Eriksson – Medium

Numerai is an anonymous weekly competition to use machine learning to predict the stock market. The modes who makes the best predictions get rewarded in crypto-currencies. I'll describe some pre-processing steps that worked well-ish for me in this domain, an ensemble method, and finally some silly magic to pass originality and concordance checks when submitting the results. I'll be presenting the model I was using when competing in the machine learning competition Numerai to predict the stock market based on homomorphically encrypted data. The code has been available on my github account for a while, though not updated with the latest iterations of it.