Submission

Model Submission Requirements:

Please provide your solution to TBD. Each team can submit multiple times and we will only use the latest version you submit. Your models and scripts should be accessible and runnable.

Task I

Participants need to submit a well-organized GitHub repository containing all scripts, model weights, and any custom libraries used to implement the solution. A readme should be included for solution implementation instructions.

Task II

Participants need to submit a Hugging Face link containing

  • the model that can be easily loaded,
  • for fine-tuned models, all files generated from fine-tuning excluding checkpoints,
  • scripts that load and inference with the model (including code for calling external tools).

Task III

Participants need to submit a Hugging Face link containing

  • the model that can be easily loaded,
  • for fine-tuned models, all files generated from fine-tuning excluding checkpoints,
  • scripts that load and inference with the model (including code for calling external tools).

Poster Submission Requirements:

Evaluation

For each task, the final ranking of participants will be determined by a weighted combination of model evaluation and poster assessment, with weights of 60% and 40% respectively.

Model Evaluation:

Task I

The performance of the model will be assessed using the following metrics:

  • Cumulative return. It is the total return generated by the trading strategy over a trading period.
  • Sharpe ratio. It takes into account both the returns of the portfolio and the level of risk.
  • Max drawdown. It is the portfolio’s largest percentage drop from a peak to a trough in a certain time period, which provides a measure of downside risk.

The final model ranking will be based solely on the Sharpe Ratio.

Task II

The score of the model is the average score of all tasks in that domain. The metrics are specified in the starter kit.

Task III

The score of the model is the average score of all tasks in that domain. The metrics are specified in the starter kit.

Poster Assessment:

The assessment of the poster will be conducted by invited experts and professionals. The judges will independently rate the data and model analysis, robustness and generalizability, innovation and creativity, organization and readability, each accounting for 20% of the qualitative assessment.