The Fourth Annual 2008 MLSP competition

Kenneth E. Hild; Vince D. Calhoun

doi:10.1109/MLSP.2008.4685452

The Fourth Annual 2008 MLSP competition

Kenneth E. Hild, Vince D. Calhoun

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

3 Scopus citations

Abstract

For the Fourth Annual 2008 Machine Learning for Signal Processing competition entrants were asked to develop a machine learning algorithm that maximizes the rate of return by trading (buying, selling, shorting, or covering) stocks over a six-month time period. Each entrant began with a (fictional) $100,000 USD. Both the training and the test set include the daily price and volume for a total of 2929 stocks that are traded in American stock markets and a total of 41 monthly indices. Stock valuations are based on real (historical) stock prices. This year there were 5 algorithms submitted. The highest annual rate of return of an astonishing 150% was obtained by Peng and Ji of the Rensselaer Polytechnic Institute/Shanghai Maritime University team.

Original language	English (US)
Title of host publication	Proceedings of the 2008 IEEE Workshop on Machine Learning for Signal Processing, MLSP 2008
Pages	38-42
Number of pages	5
DOIs	https://doi.org/10.1109/MLSP.2008.4685452
State	Published - Dec 1 2008
Externally published	Yes
Event	2008 IEEE Workshop on Machine Learning for Signal Processing, MLSP 2008 - Cancun, Mexico Duration: Oct 16 2008 → Oct 19 2008

Publication series

Name	Proceedings of the 2008 IEEE Workshop on Machine Learning for Signal Processing, MLSP 2008

Other

Other	2008 IEEE Workshop on Machine Learning for Signal Processing, MLSP 2008
Country/Territory	Mexico
City	Cancun
Period	10/16/08 → 10/19/08

ASJC Scopus subject areas

Artificial Intelligence
Software
Electrical and Electronic Engineering

Access to Document

10.1109/MLSP.2008.4685452

Cite this

The Fourth Annual 2008 MLSP competition. / Hild, Kenneth E.; Calhoun, Vince D.
Proceedings of the 2008 IEEE Workshop on Machine Learning for Signal Processing, MLSP 2008. 2008. p. 38-42 4685452 (Proceedings of the 2008 IEEE Workshop on Machine Learning for Signal Processing, MLSP 2008).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Hild, KE & Calhoun, VD 2008, The Fourth Annual 2008 MLSP competition. in Proceedings of the 2008 IEEE Workshop on Machine Learning for Signal Processing, MLSP 2008., 4685452, Proceedings of the 2008 IEEE Workshop on Machine Learning for Signal Processing, MLSP 2008, pp. 38-42, 2008 IEEE Workshop on Machine Learning for Signal Processing, MLSP 2008, Cancun, Mexico, 10/16/08. https://doi.org/10.1109/MLSP.2008.4685452

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The Fourth Annual 2008 MLSP competition

Abstract

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ASJC Scopus subject areas

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