CITADEL_2021_APAC_Datathon

The Data Open

https://www.citadel.com/careers/the-data-open/

Task

Jay Yun:

• EDA: Data exploration, Match and Player data Null Preprocessing
• Model Consolidation: Modeling, hyperparameter tuning, pipeline for 7 classification and 10 regression model (linear and tree bagging & boosting models)
• Feature importance: wrapper method (permutation importance), tree embedded improtance
• Report: writing and modifying report for all parts

Ziao Chen

• EDA: Data exploration, Team and Bidding data Null preprocessing
• Data Consolidation: aggregate data using avg, max, std for numerical features and mode for categorical features
• Feature selection: feature importance via filter method (chi-squared test, vif test)
• Bidding Strategy: using sharpe ratio and back testing models on validation and test prediction result
• Report: writing and modifying report for all parts

Vivian Qiao

• Model Consolidation: test SVM, plotting model result

Andrew Lok

• Report: Layout Report