Description

Use past volatilities and price changes of financial instruments to predict future volatility and control the risk of financial portfolios

Community forum for sharing ideas and making faster progress:

http://datachallenge.cfm.fr/

Additional information can also be found on this forum.

Video of the challenge's presentation at Collège de France is available at: https://www.college-de-france.fr/site/stephane-mallat/Prediction-de-volatilite-de-marches-financiers-par-CFM.htm