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Description

Usage

  1. Download and install neon 1.8.1

    git clone https://github.com/NervanaSystems/neon.git
    cd neon
    git checkout v1.8.1
    make
    source .venv/bin/activate
    
  2. Verify neon installation

    Make sure that this command does not result in any errors:

    ./examples/mnist_mlp.py -e1
    
  3. Install prerequisites

    pip install pandas sklearn
    
  4. Download the data files from Kaggle:

    Save all files to a directory (referred to as /path/to/data below) and unzip the .zip file.

  5. Clone this repository

    git clone https://github.com/anlthms/fmc-2017.git
    cd fmc-2017
    
  6. Train a model and validate

    ./run.py -w </path/to/data> -e 4 -r 0 -quick
    

Notes

  • Omit -quick to use the entire data for training and validation.

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Two Sigma Financial Modeling Challenge

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