Challenges of the 2018 season


Organizer: Mathieu Andreux, Beta-Testers: Tomás Angles, Georgios Exarchakis, Louis Thiry, Sixin Zhang

Volatility prediction in financial markets
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 and after registering on the Challenge Data website. A video presentation of the challenge 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 (in French).