It’s the contemporary alchemist’s wet dream: predicting financial markets. Impossible or not, the latest edition of the M competitions is all about exactly that: predict the stock prices for a selection of 100 stocks for the next month.
The M competitions are the most influential and widely cited competitions in the field of forecasting. So, of course we’re participating with a team from ML6.
Methodology / Tasks
During this internship, you will:
Try out a bunch of different time series algorithms and approaches for tackling the problem of stock forecasting
Approach the problem from the data side: find useful data sources that are related to a single stock
Experiment with different python packages for time series forecasting
Try to pick one specific stock and optimize the methods for this specific one
Follow best practices for creating repeatable experiments by making use of google cloud tools like vertex ai pipelines
Participate in the M6 competition and hand in your forecasts every month
Profile / Required skills
Strong analytical abilities, knowledge of different statistical methods, not scared by mathematics and a familiarity with research studies.
Strong interest in time series algorithms
Familiarity with statistical analysis languages and tools like Python
Excellent verbal and written communication in English.
You are currently pursuing a degree in computer science or related field.
The duration of the internship can be flexible and depends on the candidate preference and the project requirements. The typical duration is 6 to 8 weeks.