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JPX Tokyo Stock Exchange Prediction

本リポジトリは、データ分析コンペティションプラットフォーム「kaggle」にて 2022 年 4 月 4 日より開催していた「JPX Tokyo Stock Exchange Prediction」の上位入賞者の分析モデルを共有するものです。

コンペティションの詳細はこちらからご参照ください。

なお、各上位入賞者の方のデータ分析モデルや説明資料等については、各人または各チームの見解であり、当社の見解を示すものではございません。

This repository shares the analytical models of the top winners of the JPX Tokyo Stock Exchange Prediction, which was held on the data analysis competition platform "kaggle" from April 4, 2022.

For details of the competition here.

Please note that the data analysis models and explanatory materials of each top winner are the views of each person or team and do not represent the views of the Company.

上位入賞者のモデル一覧(Top Winning Models)

Rank Save Model Path Private LeaderBoard Score
1st model 0.381
2nd model 0.356
3rd model 0.352
4th model 0.347
5th model 0.339
6th model 0.308
7th model 0.301
8th model 0.289
9th model 0.281
10th model 0.280

なお、8 位の方の訓練部分のソースコードのみまだ取得できておりません。こちら取得でき次第更新いたします。

Please note that only the source code for the training part of the 8th place has not been obtained yet. We will update this page as soon as it is available.

J-Quants API

kaggle コンペティションで提供しておりました一部データ(株価等)につきまして、現在 β 版として提供しております J-Quants API にて取得いただけます。
ご利用いただくにあたり、ユーザ登録が必要となりますので、こちらより仮登録・本登録をお願いいたします。

Some of the data (stock prices, etc.) provided in the kaggle competition can now be available through the J-Quants API, which is currently available as a beta version.
User registration is required to use the service. Please click here for temporary and full registration.

What’s J-Quants?

JPX 総研では、テクノロジーを活用した革新的な教育プロジェクト「J-Quants」を提供しています。この J-Quants では、IT やデータ分析を活用した取引についての学びの場として、コンペティションを開催してきました。

世界的に有名なデータ分析コンペティションプラットフォームである Kaggle にて第 3 弾を開催し、日本市場にかかる金融データを分析いただくことで、日本国内のクオンツ人材層を拡大し、海外の投資家の方に日本市場に慣れ親しんでいただくことを期待しています。

JPX Market Innovation & Research, Inc. offers J-Quants, an innovative technology-based educational project. In the J-Quants, we have been holding competitions to learn more about trading using IT and data analysis.

By holding the third competition on Kaggle, the world-renowned data analysis competition platform, and by having participants analyze financial data pertaining to the Japanese market, we hope to expand the pool of quant talent in Japan and familiarize foreign investors with the Japanese market.

ご参考(reference)

前回コンペティションの上位入賞者のデータ分析モデルはこちらにまとめてあります。

The data analysis models of the top winners of the previous competition are summarized here.

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