Predict the Stock Price

3.5

2 votes
Medium
Problem

PROBLEM STATEMENT

Let’s consider a hypothetical scenario. In times to come, the entire planet is ruled by three companies that are making people bankrupt. The only hope to defeat them is by understanding their trading systems, such that we can dissolve them once and for all. 

There is already a trading agent in place. You need to maximize the damage caused to the evil trinity by building a solution. This solution needs to predict the price of the stocks of these three companies. This problem is based on financial management. 

The dataset contains all the essential parameters that affect the prices. For this particular dataset, the training set includes the prices of the stock against every day.

DATA DESCRIPTION

You can find the dataset here. You have to predict the column name "Price" and please submit in the format given in the “Sample_Submission.csv” file and save it as result.csv.

COLUMN DESCRIPTION

Sl. No

Column Label

Column Description

1

ID

A calculated unique ID for each research.

2

Date

Date of the Event

3

Company

Name of the Company

4

SMA

Simple Moving Average

5

EMA

Exponential Moving Average

6

WMA

Ways and Means Advances 

7

DEMA

Double Exponential Moving Average 

8

TEMA

Triple Exponential Moving Average

9

TRIMA

Triangular Moving Average

10

KAMA

Kaufman's Adaptive Moving Average

11

FAMA

F Adaptive Moving Average

12

MAMA

MESA Adaptive Moving Average

13

T3

T3 Moving Average

14

MACD

Moving Average Convergence Divergence

15

MACD_Hist

Moving Average Convergence Divergence Histogram

16

MACD_Signal

Moving Average Convergence Divergence Signal

17

MAC

Moving Average Convergence

18

MAC_Hist

Moving Average Convergence Histogram

19

MAC_Signal

Moving Average Convergence Signal

20

SlowD

Slow Stochastic Oscillator Second Line

21

SlowK

Slow Stochastic Oscillator Main Line

22

FastD

Fast Stochastic Oscillator Second Line

23

FastK

Fast Stochastic Oscillator Main Line

24

RSI

Relative Strength Index

25

FatD

Fast Stochastic Second Line

26

FatK

Fast Stochastic Main Line

27

WILLR

WILLR

28

ADX

Average Directional Index

29

ADXR

Average Directional Index Rating

30

APO

Absolute Price Oscillator

31

PPO

Percentage Price Oscillator

32

MOM

Momentum Indicator

33

BOP

Balance of Power

34

CCI

Commodity Channel Index

35

CMO

Chande Momentum Oscillator

36

ROC

Rate of Change

37

ROCR

Rate of Change Rating

38

Aroon Down

Aroon Oscillator Down

39

Aroon Up

Aroon Oscillator Up

40

AROONOSC

Aroon Oscillator

41

MFI

Money Flow Index

42

TRIX

Triple-Smoothed Exponential Moving Average

43

ULTOSC

Ultimate Oscillator Definition and Strategies

44

DX

Directional Movement Index

45

MINUS_DI

Minus Directional Index

46

PLUS_DI

Plus Directional Index

47

MINUS_DM

Minus Directional Movement Index

48

PLUS_DM

Plus Directional Movement Index

49

Real Lower Band

Relative Strength Index – Lower Band

50

Real Middle Band

Relative Strength Index – Middle Band

51

Real Upper Band

Relative Strength Index –High Band

52

MIDPOINT

The Midpoint calculation is like the Midprice, except the highest and lowest values are returned from the same input field.

53

MIDPRICE

Average (Highest Close - Lowest Close) within the look back period.

54

SAR

The Parabolic Stop and Reverse (SAR) calculates trailing stop points to use with long and short positions.

55

TRANGE

TRANGE

56

ATR

Average True Range

57

NATR

Normalized Average True Range

58

Chaikin A/D

Developed by Marc Chaikin, the Accumulation Distribution Line is a volume-based indicator designed to measure the cumulative flow of money into and out of a security. Chaikin originally referred to the indicator as the Cumulative Money Flow Line.

59

ADOSC

Accumulation/distribution Oscillator SC

60

OBV

On-balance volume

61

HT_TRENDLINE

HT_TRENDLINE

62

LEAD SINE

LEAD SINE

63

SINE

SINE

64

TRENDMODE

TRENDMODE

65

DCPERIOD

DCPERIOD

66

HT_DCPHASE

HT_DCPHASE

67

PHASE

PHASE

68

QUADRATURE

QUADRATURE

69

Price

Stock’s Price

EVALUATION CRITERIA

Your submissions will be evaluated on mean absolute error. Leaderboard score is calculated as:

leaderboard score=max(0,(100mean absolute error))

 

Time Limit: 5
Memory Limit: 256
Source Limit:
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