Upload 2 files
Browse files
Benchmark_QRT_aw81ejz/Benchmark QRT.ipynb
ADDED
|
@@ -0,0 +1,688 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"cells": [
|
| 3 |
+
{
|
| 4 |
+
"cell_type": "markdown",
|
| 5 |
+
"metadata": {},
|
| 6 |
+
"source": [
|
| 7 |
+
"# Benchmark QRT\n",
|
| 8 |
+
"\n",
|
| 9 |
+
"This notebook illustrates a simple benchmark example that should help novice participants to start the competition.\n",
|
| 10 |
+
"\n",
|
| 11 |
+
"## Used libraries"
|
| 12 |
+
]
|
| 13 |
+
},
|
| 14 |
+
{
|
| 15 |
+
"cell_type": "code",
|
| 16 |
+
"execution_count": 1,
|
| 17 |
+
"metadata": {},
|
| 18 |
+
"outputs": [],
|
| 19 |
+
"source": [
|
| 20 |
+
"import seaborn as sns\n",
|
| 21 |
+
"import numpy as np\n",
|
| 22 |
+
"import pandas as pd\n",
|
| 23 |
+
"from sklearn.ensemble import RandomForestClassifier\n",
|
| 24 |
+
"from sklearn.metrics import accuracy_score\n",
|
| 25 |
+
"from sklearn.model_selection import KFold"
|
| 26 |
+
]
|
| 27 |
+
},
|
| 28 |
+
{
|
| 29 |
+
"cell_type": "markdown",
|
| 30 |
+
"metadata": {},
|
| 31 |
+
"source": [
|
| 32 |
+
"## Loading data\n",
|
| 33 |
+
"\n",
|
| 34 |
+
"The train and test inputs are composed of 46 features.\n",
|
| 35 |
+
"\n",
|
| 36 |
+
"The target of this challenge is `RET` and corresponds to the fact that the **return is in the top 50% of highest stock returns**.\n",
|
| 37 |
+
"\n",
|
| 38 |
+
"Since the median is very close to 0, this information should not change much with the idea to predict the sign of the return."
|
| 39 |
+
]
|
| 40 |
+
},
|
| 41 |
+
{
|
| 42 |
+
"cell_type": "code",
|
| 43 |
+
"execution_count": 2,
|
| 44 |
+
"metadata": {},
|
| 45 |
+
"outputs": [
|
| 46 |
+
{
|
| 47 |
+
"data": {
|
| 48 |
+
"text/html": [
|
| 49 |
+
"<div>\n",
|
| 50 |
+
"<style scoped>\n",
|
| 51 |
+
" .dataframe tbody tr th:only-of-type {\n",
|
| 52 |
+
" vertical-align: middle;\n",
|
| 53 |
+
" }\n",
|
| 54 |
+
"\n",
|
| 55 |
+
" .dataframe tbody tr th {\n",
|
| 56 |
+
" vertical-align: top;\n",
|
| 57 |
+
" }\n",
|
| 58 |
+
"\n",
|
| 59 |
+
" .dataframe thead th {\n",
|
| 60 |
+
" text-align: right;\n",
|
| 61 |
+
" }\n",
|
| 62 |
+
"</style>\n",
|
| 63 |
+
"<table border=\"1\" class=\"dataframe\">\n",
|
| 64 |
+
" <thead>\n",
|
| 65 |
+
" <tr style=\"text-align: right;\">\n",
|
| 66 |
+
" <th></th>\n",
|
| 67 |
+
" <th>DATE</th>\n",
|
| 68 |
+
" <th>STOCK</th>\n",
|
| 69 |
+
" <th>INDUSTRY</th>\n",
|
| 70 |
+
" <th>INDUSTRY_GROUP</th>\n",
|
| 71 |
+
" <th>SECTOR</th>\n",
|
| 72 |
+
" <th>SUB_INDUSTRY</th>\n",
|
| 73 |
+
" <th>RET_1</th>\n",
|
| 74 |
+
" <th>VOLUME_1</th>\n",
|
| 75 |
+
" <th>RET_2</th>\n",
|
| 76 |
+
" <th>VOLUME_2</th>\n",
|
| 77 |
+
" <th>...</th>\n",
|
| 78 |
+
" <th>VOLUME_16</th>\n",
|
| 79 |
+
" <th>RET_17</th>\n",
|
| 80 |
+
" <th>VOLUME_17</th>\n",
|
| 81 |
+
" <th>RET_18</th>\n",
|
| 82 |
+
" <th>VOLUME_18</th>\n",
|
| 83 |
+
" <th>RET_19</th>\n",
|
| 84 |
+
" <th>VOLUME_19</th>\n",
|
| 85 |
+
" <th>RET_20</th>\n",
|
| 86 |
+
" <th>VOLUME_20</th>\n",
|
| 87 |
+
" <th>RET</th>\n",
|
| 88 |
+
" </tr>\n",
|
| 89 |
+
" <tr>\n",
|
| 90 |
+
" <th>ID</th>\n",
|
| 91 |
+
" <th></th>\n",
|
| 92 |
+
" <th></th>\n",
|
| 93 |
+
" <th></th>\n",
|
| 94 |
+
" <th></th>\n",
|
| 95 |
+
" <th></th>\n",
|
| 96 |
+
" <th></th>\n",
|
| 97 |
+
" <th></th>\n",
|
| 98 |
+
" <th></th>\n",
|
| 99 |
+
" <th></th>\n",
|
| 100 |
+
" <th></th>\n",
|
| 101 |
+
" <th></th>\n",
|
| 102 |
+
" <th></th>\n",
|
| 103 |
+
" <th></th>\n",
|
| 104 |
+
" <th></th>\n",
|
| 105 |
+
" <th></th>\n",
|
| 106 |
+
" <th></th>\n",
|
| 107 |
+
" <th></th>\n",
|
| 108 |
+
" <th></th>\n",
|
| 109 |
+
" <th></th>\n",
|
| 110 |
+
" <th></th>\n",
|
| 111 |
+
" <th></th>\n",
|
| 112 |
+
" </tr>\n",
|
| 113 |
+
" </thead>\n",
|
| 114 |
+
" <tbody>\n",
|
| 115 |
+
" <tr>\n",
|
| 116 |
+
" <th>0</th>\n",
|
| 117 |
+
" <td>0</td>\n",
|
| 118 |
+
" <td>2</td>\n",
|
| 119 |
+
" <td>18</td>\n",
|
| 120 |
+
" <td>5</td>\n",
|
| 121 |
+
" <td>3</td>\n",
|
| 122 |
+
" <td>44</td>\n",
|
| 123 |
+
" <td>-0.015748</td>\n",
|
| 124 |
+
" <td>0.147931</td>\n",
|
| 125 |
+
" <td>-0.015504</td>\n",
|
| 126 |
+
" <td>0.179183</td>\n",
|
| 127 |
+
" <td>...</td>\n",
|
| 128 |
+
" <td>0.630899</td>\n",
|
| 129 |
+
" <td>0.003254</td>\n",
|
| 130 |
+
" <td>-0.379412</td>\n",
|
| 131 |
+
" <td>0.008752</td>\n",
|
| 132 |
+
" <td>-0.110597</td>\n",
|
| 133 |
+
" <td>-0.012959</td>\n",
|
| 134 |
+
" <td>0.174521</td>\n",
|
| 135 |
+
" <td>-0.002155</td>\n",
|
| 136 |
+
" <td>-0.000937</td>\n",
|
| 137 |
+
" <td>True</td>\n",
|
| 138 |
+
" </tr>\n",
|
| 139 |
+
" <tr>\n",
|
| 140 |
+
" <th>1</th>\n",
|
| 141 |
+
" <td>0</td>\n",
|
| 142 |
+
" <td>3</td>\n",
|
| 143 |
+
" <td>43</td>\n",
|
| 144 |
+
" <td>15</td>\n",
|
| 145 |
+
" <td>6</td>\n",
|
| 146 |
+
" <td>104</td>\n",
|
| 147 |
+
" <td>0.003984</td>\n",
|
| 148 |
+
" <td>NaN</td>\n",
|
| 149 |
+
" <td>-0.090580</td>\n",
|
| 150 |
+
" <td>NaN</td>\n",
|
| 151 |
+
" <td>...</td>\n",
|
| 152 |
+
" <td>NaN</td>\n",
|
| 153 |
+
" <td>0.003774</td>\n",
|
| 154 |
+
" <td>NaN</td>\n",
|
| 155 |
+
" <td>-0.018518</td>\n",
|
| 156 |
+
" <td>NaN</td>\n",
|
| 157 |
+
" <td>-0.028777</td>\n",
|
| 158 |
+
" <td>NaN</td>\n",
|
| 159 |
+
" <td>-0.034722</td>\n",
|
| 160 |
+
" <td>NaN</td>\n",
|
| 161 |
+
" <td>True</td>\n",
|
| 162 |
+
" </tr>\n",
|
| 163 |
+
" <tr>\n",
|
| 164 |
+
" <th>2</th>\n",
|
| 165 |
+
" <td>0</td>\n",
|
| 166 |
+
" <td>4</td>\n",
|
| 167 |
+
" <td>57</td>\n",
|
| 168 |
+
" <td>20</td>\n",
|
| 169 |
+
" <td>8</td>\n",
|
| 170 |
+
" <td>142</td>\n",
|
| 171 |
+
" <td>0.000440</td>\n",
|
| 172 |
+
" <td>-0.096282</td>\n",
|
| 173 |
+
" <td>-0.058896</td>\n",
|
| 174 |
+
" <td>0.084771</td>\n",
|
| 175 |
+
" <td>...</td>\n",
|
| 176 |
+
" <td>-0.010336</td>\n",
|
| 177 |
+
" <td>-0.017612</td>\n",
|
| 178 |
+
" <td>-0.354333</td>\n",
|
| 179 |
+
" <td>-0.006562</td>\n",
|
| 180 |
+
" <td>-0.519391</td>\n",
|
| 181 |
+
" <td>-0.012101</td>\n",
|
| 182 |
+
" <td>-0.356157</td>\n",
|
| 183 |
+
" <td>-0.006867</td>\n",
|
| 184 |
+
" <td>-0.308868</td>\n",
|
| 185 |
+
" <td>False</td>\n",
|
| 186 |
+
" </tr>\n",
|
| 187 |
+
" <tr>\n",
|
| 188 |
+
" <th>3</th>\n",
|
| 189 |
+
" <td>0</td>\n",
|
| 190 |
+
" <td>8</td>\n",
|
| 191 |
+
" <td>1</td>\n",
|
| 192 |
+
" <td>1</td>\n",
|
| 193 |
+
" <td>1</td>\n",
|
| 194 |
+
" <td>2</td>\n",
|
| 195 |
+
" <td>0.031298</td>\n",
|
| 196 |
+
" <td>-0.429540</td>\n",
|
| 197 |
+
" <td>0.007756</td>\n",
|
| 198 |
+
" <td>-0.089919</td>\n",
|
| 199 |
+
" <td>...</td>\n",
|
| 200 |
+
" <td>0.012105</td>\n",
|
| 201 |
+
" <td>0.033824</td>\n",
|
| 202 |
+
" <td>-0.290178</td>\n",
|
| 203 |
+
" <td>-0.001468</td>\n",
|
| 204 |
+
" <td>-0.663834</td>\n",
|
| 205 |
+
" <td>-0.013520</td>\n",
|
| 206 |
+
" <td>-0.562126</td>\n",
|
| 207 |
+
" <td>-0.036745</td>\n",
|
| 208 |
+
" <td>-0.631458</td>\n",
|
| 209 |
+
" <td>False</td>\n",
|
| 210 |
+
" </tr>\n",
|
| 211 |
+
" <tr>\n",
|
| 212 |
+
" <th>4</th>\n",
|
| 213 |
+
" <td>0</td>\n",
|
| 214 |
+
" <td>14</td>\n",
|
| 215 |
+
" <td>36</td>\n",
|
| 216 |
+
" <td>12</td>\n",
|
| 217 |
+
" <td>5</td>\n",
|
| 218 |
+
" <td>92</td>\n",
|
| 219 |
+
" <td>0.027273</td>\n",
|
| 220 |
+
" <td>-0.847155</td>\n",
|
| 221 |
+
" <td>-0.039302</td>\n",
|
| 222 |
+
" <td>-0.943033</td>\n",
|
| 223 |
+
" <td>...</td>\n",
|
| 224 |
+
" <td>-0.277083</td>\n",
|
| 225 |
+
" <td>-0.012659</td>\n",
|
| 226 |
+
" <td>0.139086</td>\n",
|
| 227 |
+
" <td>0.004237</td>\n",
|
| 228 |
+
" <td>-0.017547</td>\n",
|
| 229 |
+
" <td>0.004256</td>\n",
|
| 230 |
+
" <td>0.579510</td>\n",
|
| 231 |
+
" <td>-0.040817</td>\n",
|
| 232 |
+
" <td>0.802806</td>\n",
|
| 233 |
+
" <td>False</td>\n",
|
| 234 |
+
" </tr>\n",
|
| 235 |
+
" </tbody>\n",
|
| 236 |
+
"</table>\n",
|
| 237 |
+
"<p>5 rows × 47 columns</p>\n",
|
| 238 |
+
"</div>"
|
| 239 |
+
],
|
| 240 |
+
"text/plain": [
|
| 241 |
+
" DATE STOCK INDUSTRY INDUSTRY_GROUP SECTOR SUB_INDUSTRY RET_1 \\\n",
|
| 242 |
+
"ID \n",
|
| 243 |
+
"0 0 2 18 5 3 44 -0.015748 \n",
|
| 244 |
+
"1 0 3 43 15 6 104 0.003984 \n",
|
| 245 |
+
"2 0 4 57 20 8 142 0.000440 \n",
|
| 246 |
+
"3 0 8 1 1 1 2 0.031298 \n",
|
| 247 |
+
"4 0 14 36 12 5 92 0.027273 \n",
|
| 248 |
+
"\n",
|
| 249 |
+
" VOLUME_1 RET_2 VOLUME_2 ... VOLUME_16 RET_17 VOLUME_17 \\\n",
|
| 250 |
+
"ID ... \n",
|
| 251 |
+
"0 0.147931 -0.015504 0.179183 ... 0.630899 0.003254 -0.379412 \n",
|
| 252 |
+
"1 NaN -0.090580 NaN ... NaN 0.003774 NaN \n",
|
| 253 |
+
"2 -0.096282 -0.058896 0.084771 ... -0.010336 -0.017612 -0.354333 \n",
|
| 254 |
+
"3 -0.429540 0.007756 -0.089919 ... 0.012105 0.033824 -0.290178 \n",
|
| 255 |
+
"4 -0.847155 -0.039302 -0.943033 ... -0.277083 -0.012659 0.139086 \n",
|
| 256 |
+
"\n",
|
| 257 |
+
" RET_18 VOLUME_18 RET_19 VOLUME_19 RET_20 VOLUME_20 RET \n",
|
| 258 |
+
"ID \n",
|
| 259 |
+
"0 0.008752 -0.110597 -0.012959 0.174521 -0.002155 -0.000937 True \n",
|
| 260 |
+
"1 -0.018518 NaN -0.028777 NaN -0.034722 NaN True \n",
|
| 261 |
+
"2 -0.006562 -0.519391 -0.012101 -0.356157 -0.006867 -0.308868 False \n",
|
| 262 |
+
"3 -0.001468 -0.663834 -0.013520 -0.562126 -0.036745 -0.631458 False \n",
|
| 263 |
+
"4 0.004237 -0.017547 0.004256 0.579510 -0.040817 0.802806 False \n",
|
| 264 |
+
"\n",
|
| 265 |
+
"[5 rows x 47 columns]"
|
| 266 |
+
]
|
| 267 |
+
},
|
| 268 |
+
"execution_count": 2,
|
| 269 |
+
"metadata": {},
|
| 270 |
+
"output_type": "execute_result"
|
| 271 |
+
}
|
| 272 |
+
],
|
| 273 |
+
"source": [
|
| 274 |
+
"x_train = pd.read_csv('./x_train.csv', index_col='ID')\n",
|
| 275 |
+
"y_train = pd.read_csv('./y_train.csv', index_col='ID')\n",
|
| 276 |
+
"train = pd.concat([x_train, y_train], axis=1)\n",
|
| 277 |
+
"test = pd.read_csv('./x_test.csv', index_col='ID')\n",
|
| 278 |
+
"train.head()"
|
| 279 |
+
]
|
| 280 |
+
},
|
| 281 |
+
{
|
| 282 |
+
"cell_type": "markdown",
|
| 283 |
+
"metadata": {},
|
| 284 |
+
"source": [
|
| 285 |
+
"## Feature Engineering\n",
|
| 286 |
+
"\n",
|
| 287 |
+
"The main drawback in this challenge would be to deal with the noise. To do that, we could create some feature that aggregate features with some statistics. \n",
|
| 288 |
+
"\n",
|
| 289 |
+
"The following cell computes statistics on a given target conditionally to some features. For example, we want to generate a feature that describe the mean of `RET_1` conditionally to the `SECTOR` and the `DATE`.\n",
|
| 290 |
+
"\n",
|
| 291 |
+
"**Ideas of improvement**: change shifts, the conditional features, the statistics, and the target. "
|
| 292 |
+
]
|
| 293 |
+
},
|
| 294 |
+
{
|
| 295 |
+
"cell_type": "code",
|
| 296 |
+
"execution_count": 3,
|
| 297 |
+
"metadata": {},
|
| 298 |
+
"outputs": [],
|
| 299 |
+
"source": [
|
| 300 |
+
"# Feature engineering\n",
|
| 301 |
+
"new_features = []\n",
|
| 302 |
+
"\n",
|
| 303 |
+
"# Conditional aggregated features\n",
|
| 304 |
+
"shifts = [1] # Choose some different shifts\n",
|
| 305 |
+
"statistics = ['mean'] # the type of stat\n",
|
| 306 |
+
"gb_features = ['SECTOR', 'DATE']\n",
|
| 307 |
+
"target_feature = 'RET'\n",
|
| 308 |
+
"tmp_name = '_'.join(gb_features)\n",
|
| 309 |
+
"for shift in shifts:\n",
|
| 310 |
+
" for stat in statistics:\n",
|
| 311 |
+
" name = f'{target_feature}_{shift}_{tmp_name}_{stat}'\n",
|
| 312 |
+
" feat = f'{target_feature}_{shift}'\n",
|
| 313 |
+
" new_features.append(name)\n",
|
| 314 |
+
" for data in [train, test]:\n",
|
| 315 |
+
" data[name] = data.groupby(gb_features)[feat].transform(stat)"
|
| 316 |
+
]
|
| 317 |
+
},
|
| 318 |
+
{
|
| 319 |
+
"cell_type": "markdown",
|
| 320 |
+
"metadata": {},
|
| 321 |
+
"source": [
|
| 322 |
+
"## Feature selection\n",
|
| 323 |
+
"\n",
|
| 324 |
+
"To reduce the number of feature (and the noise) we only consider the 5 last days of `RET` and `VOLUME` in addition to the newly created feature."
|
| 325 |
+
]
|
| 326 |
+
},
|
| 327 |
+
{
|
| 328 |
+
"cell_type": "code",
|
| 329 |
+
"execution_count": 4,
|
| 330 |
+
"metadata": {},
|
| 331 |
+
"outputs": [
|
| 332 |
+
{
|
| 333 |
+
"data": {
|
| 334 |
+
"text/html": [
|
| 335 |
+
"<div>\n",
|
| 336 |
+
"<style scoped>\n",
|
| 337 |
+
" .dataframe tbody tr th:only-of-type {\n",
|
| 338 |
+
" vertical-align: middle;\n",
|
| 339 |
+
" }\n",
|
| 340 |
+
"\n",
|
| 341 |
+
" .dataframe tbody tr th {\n",
|
| 342 |
+
" vertical-align: top;\n",
|
| 343 |
+
" }\n",
|
| 344 |
+
"\n",
|
| 345 |
+
" .dataframe thead th {\n",
|
| 346 |
+
" text-align: right;\n",
|
| 347 |
+
" }\n",
|
| 348 |
+
"</style>\n",
|
| 349 |
+
"<table border=\"1\" class=\"dataframe\">\n",
|
| 350 |
+
" <thead>\n",
|
| 351 |
+
" <tr style=\"text-align: right;\">\n",
|
| 352 |
+
" <th></th>\n",
|
| 353 |
+
" <th>RET_1</th>\n",
|
| 354 |
+
" <th>RET_2</th>\n",
|
| 355 |
+
" <th>RET_3</th>\n",
|
| 356 |
+
" <th>RET_4</th>\n",
|
| 357 |
+
" <th>RET_5</th>\n",
|
| 358 |
+
" <th>VOLUME_1</th>\n",
|
| 359 |
+
" <th>VOLUME_2</th>\n",
|
| 360 |
+
" <th>VOLUME_3</th>\n",
|
| 361 |
+
" <th>VOLUME_4</th>\n",
|
| 362 |
+
" <th>VOLUME_5</th>\n",
|
| 363 |
+
" <th>RET_1_SECTOR_DATE_mean</th>\n",
|
| 364 |
+
" </tr>\n",
|
| 365 |
+
" <tr>\n",
|
| 366 |
+
" <th>ID</th>\n",
|
| 367 |
+
" <th></th>\n",
|
| 368 |
+
" <th></th>\n",
|
| 369 |
+
" <th></th>\n",
|
| 370 |
+
" <th></th>\n",
|
| 371 |
+
" <th></th>\n",
|
| 372 |
+
" <th></th>\n",
|
| 373 |
+
" <th></th>\n",
|
| 374 |
+
" <th></th>\n",
|
| 375 |
+
" <th></th>\n",
|
| 376 |
+
" <th></th>\n",
|
| 377 |
+
" <th></th>\n",
|
| 378 |
+
" </tr>\n",
|
| 379 |
+
" </thead>\n",
|
| 380 |
+
" <tbody>\n",
|
| 381 |
+
" <tr>\n",
|
| 382 |
+
" <th>0</th>\n",
|
| 383 |
+
" <td>-0.015748</td>\n",
|
| 384 |
+
" <td>-0.015504</td>\n",
|
| 385 |
+
" <td>0.010972</td>\n",
|
| 386 |
+
" <td>-0.014672</td>\n",
|
| 387 |
+
" <td>0.016483</td>\n",
|
| 388 |
+
" <td>0.147931</td>\n",
|
| 389 |
+
" <td>0.179183</td>\n",
|
| 390 |
+
" <td>0.033832</td>\n",
|
| 391 |
+
" <td>-0.362868</td>\n",
|
| 392 |
+
" <td>-0.972920</td>\n",
|
| 393 |
+
" <td>0.009178</td>\n",
|
| 394 |
+
" </tr>\n",
|
| 395 |
+
" <tr>\n",
|
| 396 |
+
" <th>1</th>\n",
|
| 397 |
+
" <td>0.003984</td>\n",
|
| 398 |
+
" <td>-0.090580</td>\n",
|
| 399 |
+
" <td>0.018826</td>\n",
|
| 400 |
+
" <td>-0.025540</td>\n",
|
| 401 |
+
" <td>-0.038062</td>\n",
|
| 402 |
+
" <td>NaN</td>\n",
|
| 403 |
+
" <td>NaN</td>\n",
|
| 404 |
+
" <td>NaN</td>\n",
|
| 405 |
+
" <td>NaN</td>\n",
|
| 406 |
+
" <td>NaN</td>\n",
|
| 407 |
+
" <td>0.006477</td>\n",
|
| 408 |
+
" </tr>\n",
|
| 409 |
+
" <tr>\n",
|
| 410 |
+
" <th>2</th>\n",
|
| 411 |
+
" <td>0.000440</td>\n",
|
| 412 |
+
" <td>-0.058896</td>\n",
|
| 413 |
+
" <td>-0.009042</td>\n",
|
| 414 |
+
" <td>0.024852</td>\n",
|
| 415 |
+
" <td>0.009354</td>\n",
|
| 416 |
+
" <td>-0.096282</td>\n",
|
| 417 |
+
" <td>0.084771</td>\n",
|
| 418 |
+
" <td>-0.298777</td>\n",
|
| 419 |
+
" <td>-0.157421</td>\n",
|
| 420 |
+
" <td>0.091455</td>\n",
|
| 421 |
+
" <td>0.013449</td>\n",
|
| 422 |
+
" </tr>\n",
|
| 423 |
+
" <tr>\n",
|
| 424 |
+
" <th>3</th>\n",
|
| 425 |
+
" <td>0.031298</td>\n",
|
| 426 |
+
" <td>0.007756</td>\n",
|
| 427 |
+
" <td>-0.004632</td>\n",
|
| 428 |
+
" <td>-0.019677</td>\n",
|
| 429 |
+
" <td>0.003544</td>\n",
|
| 430 |
+
" <td>-0.429540</td>\n",
|
| 431 |
+
" <td>-0.089919</td>\n",
|
| 432 |
+
" <td>-0.639737</td>\n",
|
| 433 |
+
" <td>-0.940163</td>\n",
|
| 434 |
+
" <td>-0.882464</td>\n",
|
| 435 |
+
" <td>0.017253</td>\n",
|
| 436 |
+
" </tr>\n",
|
| 437 |
+
" <tr>\n",
|
| 438 |
+
" <th>4</th>\n",
|
| 439 |
+
" <td>0.027273</td>\n",
|
| 440 |
+
" <td>-0.039302</td>\n",
|
| 441 |
+
" <td>0.000000</td>\n",
|
| 442 |
+
" <td>0.000000</td>\n",
|
| 443 |
+
" <td>0.022321</td>\n",
|
| 444 |
+
" <td>-0.847155</td>\n",
|
| 445 |
+
" <td>-0.943033</td>\n",
|
| 446 |
+
" <td>-1.180629</td>\n",
|
| 447 |
+
" <td>-1.313896</td>\n",
|
| 448 |
+
" <td>-1.204398</td>\n",
|
| 449 |
+
" <td>0.006241</td>\n",
|
| 450 |
+
" </tr>\n",
|
| 451 |
+
" </tbody>\n",
|
| 452 |
+
"</table>\n",
|
| 453 |
+
"</div>"
|
| 454 |
+
],
|
| 455 |
+
"text/plain": [
|
| 456 |
+
" RET_1 RET_2 RET_3 RET_4 RET_5 VOLUME_1 VOLUME_2 \\\n",
|
| 457 |
+
"ID \n",
|
| 458 |
+
"0 -0.015748 -0.015504 0.010972 -0.014672 0.016483 0.147931 0.179183 \n",
|
| 459 |
+
"1 0.003984 -0.090580 0.018826 -0.025540 -0.038062 NaN NaN \n",
|
| 460 |
+
"2 0.000440 -0.058896 -0.009042 0.024852 0.009354 -0.096282 0.084771 \n",
|
| 461 |
+
"3 0.031298 0.007756 -0.004632 -0.019677 0.003544 -0.429540 -0.089919 \n",
|
| 462 |
+
"4 0.027273 -0.039302 0.000000 0.000000 0.022321 -0.847155 -0.943033 \n",
|
| 463 |
+
"\n",
|
| 464 |
+
" VOLUME_3 VOLUME_4 VOLUME_5 RET_1_SECTOR_DATE_mean \n",
|
| 465 |
+
"ID \n",
|
| 466 |
+
"0 0.033832 -0.362868 -0.972920 0.009178 \n",
|
| 467 |
+
"1 NaN NaN NaN 0.006477 \n",
|
| 468 |
+
"2 -0.298777 -0.157421 0.091455 0.013449 \n",
|
| 469 |
+
"3 -0.639737 -0.940163 -0.882464 0.017253 \n",
|
| 470 |
+
"4 -1.180629 -1.313896 -1.204398 0.006241 "
|
| 471 |
+
]
|
| 472 |
+
},
|
| 473 |
+
"execution_count": 4,
|
| 474 |
+
"metadata": {},
|
| 475 |
+
"output_type": "execute_result"
|
| 476 |
+
}
|
| 477 |
+
],
|
| 478 |
+
"source": [
|
| 479 |
+
"target = 'RET'\n",
|
| 480 |
+
"\n",
|
| 481 |
+
"n_shifts = 5 # If you don't want all the shifts to reduce noise\n",
|
| 482 |
+
"features = ['RET_%d' % (i + 1) for i in range(n_shifts)]\n",
|
| 483 |
+
"features += ['VOLUME_%d' % (i + 1) for i in range(n_shifts)]\n",
|
| 484 |
+
"features += new_features # The conditional features\n",
|
| 485 |
+
"train[features].head()"
|
| 486 |
+
]
|
| 487 |
+
},
|
| 488 |
+
{
|
| 489 |
+
"cell_type": "markdown",
|
| 490 |
+
"metadata": {},
|
| 491 |
+
"source": [
|
| 492 |
+
"## Model and local score\n",
|
| 493 |
+
"\n",
|
| 494 |
+
"A Random Forest (RF) model is chosen for the Benchmark. We consider a large number of tree with a quiet small depth. The missing values are simply filled with 0. A KFold is done on the dates (using `DATE`) for a local scoring of the model. \n",
|
| 495 |
+
"\n",
|
| 496 |
+
"**Ideas of improvements**: Tune the RF hyperparameters, deal with the missing values, change the features, consider another model, ..."
|
| 497 |
+
]
|
| 498 |
+
},
|
| 499 |
+
{
|
| 500 |
+
"cell_type": "code",
|
| 501 |
+
"execution_count": 5,
|
| 502 |
+
"metadata": {},
|
| 503 |
+
"outputs": [
|
| 504 |
+
{
|
| 505 |
+
"name": "stdout",
|
| 506 |
+
"output_type": "stream",
|
| 507 |
+
"text": [
|
| 508 |
+
"Fold 1 - Accuracy: 51.87%\n",
|
| 509 |
+
"Fold 2 - Accuracy: 50.65%\n",
|
| 510 |
+
"Fold 3 - Accuracy: 51.11%\n",
|
| 511 |
+
"Fold 4 - Accuracy: 52.10%\n",
|
| 512 |
+
"Accuracy: 51.43% [50.85 ; 52.02] (+- 0.58)\n"
|
| 513 |
+
]
|
| 514 |
+
}
|
| 515 |
+
],
|
| 516 |
+
"source": [
|
| 517 |
+
"X_train = train[features]\n",
|
| 518 |
+
"y_train = train[target]\n",
|
| 519 |
+
"\n",
|
| 520 |
+
"# A quiet large number of trees with low depth to prevent overfits\n",
|
| 521 |
+
"rf_params = {\n",
|
| 522 |
+
" 'n_estimators': 500,\n",
|
| 523 |
+
" 'max_depth': 2**3,\n",
|
| 524 |
+
" 'random_state': 0,\n",
|
| 525 |
+
" 'n_jobs': -1\n",
|
| 526 |
+
"}\n",
|
| 527 |
+
"\n",
|
| 528 |
+
"train_dates = train['DATE'].unique()\n",
|
| 529 |
+
"test_dates = test['DATE'].unique()\n",
|
| 530 |
+
"\n",
|
| 531 |
+
"n_splits = 4\n",
|
| 532 |
+
"scores = []\n",
|
| 533 |
+
"models = []\n",
|
| 534 |
+
"\n",
|
| 535 |
+
"splits = KFold(n_splits=n_splits, random_state=0,\n",
|
| 536 |
+
" shuffle=True).split(train_dates)\n",
|
| 537 |
+
"\n",
|
| 538 |
+
"for i, (local_train_dates_ids, local_test_dates_ids) in enumerate(splits):\n",
|
| 539 |
+
" local_train_dates = train_dates[local_train_dates_ids]\n",
|
| 540 |
+
" local_test_dates = train_dates[local_test_dates_ids]\n",
|
| 541 |
+
"\n",
|
| 542 |
+
" local_train_ids = train['DATE'].isin(local_train_dates)\n",
|
| 543 |
+
" local_test_ids = train['DATE'].isin(local_test_dates)\n",
|
| 544 |
+
"\n",
|
| 545 |
+
" X_local_train = X_train.loc[local_train_ids]\n",
|
| 546 |
+
" y_local_train = y_train.loc[local_train_ids]\n",
|
| 547 |
+
" X_local_test = X_train.loc[local_test_ids]\n",
|
| 548 |
+
" y_local_test = y_train.loc[local_test_ids]\n",
|
| 549 |
+
"\n",
|
| 550 |
+
" X_local_train = X_local_train.fillna(0)\n",
|
| 551 |
+
" X_local_test = X_local_test.fillna(0)\n",
|
| 552 |
+
"\n",
|
| 553 |
+
" model = RandomForestClassifier(**rf_params)\n",
|
| 554 |
+
" model.fit(X_local_train, y_local_train)\n",
|
| 555 |
+
"\n",
|
| 556 |
+
" y_local_pred = model.predict_proba(X_local_test)[:, 1]\n",
|
| 557 |
+
" \n",
|
| 558 |
+
" sub = train.loc[local_test_ids].copy()\n",
|
| 559 |
+
" sub['pred'] = y_local_pred\n",
|
| 560 |
+
" y_local_pred = sub.groupby('DATE')['pred'].transform(lambda x: x > x.median()).values\n",
|
| 561 |
+
"\n",
|
| 562 |
+
" models.append(model)\n",
|
| 563 |
+
" score = accuracy_score(y_local_test, y_local_pred)\n",
|
| 564 |
+
" scores.append(score)\n",
|
| 565 |
+
" print(f\"Fold {i+1} - Accuracy: {score* 100:.2f}%\")\n",
|
| 566 |
+
"\n",
|
| 567 |
+
"mean = np.mean(scores)*100\n",
|
| 568 |
+
"std = np.std(scores)*100\n",
|
| 569 |
+
"u = (mean + std)\n",
|
| 570 |
+
"l = (mean - std)\n",
|
| 571 |
+
"print(f'Accuracy: {mean:.2f}% [{l:.2f} ; {u:.2f}] (+- {std:.2f})')"
|
| 572 |
+
]
|
| 573 |
+
},
|
| 574 |
+
{
|
| 575 |
+
"cell_type": "code",
|
| 576 |
+
"execution_count": 6,
|
| 577 |
+
"metadata": {},
|
| 578 |
+
"outputs": [
|
| 579 |
+
{
|
| 580 |
+
"data": {
|
| 581 |
+
"text/plain": [
|
| 582 |
+
"<matplotlib.axes._subplots.AxesSubplot at 0x1a384bc7848>"
|
| 583 |
+
]
|
| 584 |
+
},
|
| 585 |
+
"execution_count": 6,
|
| 586 |
+
"metadata": {},
|
| 587 |
+
"output_type": "execute_result"
|
| 588 |
+
},
|
| 589 |
+
{
|
| 590 |
+
"data": {
|
| 591 |
+
"image/png": "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\n",
|
| 592 |
+
"text/plain": [
|
| 593 |
+
"<Figure size 432x288 with 1 Axes>"
|
| 594 |
+
]
|
| 595 |
+
},
|
| 596 |
+
"metadata": {
|
| 597 |
+
"needs_background": "light"
|
| 598 |
+
},
|
| 599 |
+
"output_type": "display_data"
|
| 600 |
+
}
|
| 601 |
+
],
|
| 602 |
+
"source": [
|
| 603 |
+
"feature_importances = pd.DataFrame([model.feature_importances_ for model in models], columns=features)\n",
|
| 604 |
+
"\n",
|
| 605 |
+
"sns.barplot(data=feature_importances, orient='h', order=feature_importances.mean().sort_values(ascending=False).index)"
|
| 606 |
+
]
|
| 607 |
+
},
|
| 608 |
+
{
|
| 609 |
+
"cell_type": "markdown",
|
| 610 |
+
"metadata": {},
|
| 611 |
+
"source": [
|
| 612 |
+
"## Generate the submission\n",
|
| 613 |
+
"\n",
|
| 614 |
+
"The same parameters of the RF model are considered. With that we build a new RF model on the entire `train` dataset. The predictions are saved in a `.csv` file."
|
| 615 |
+
]
|
| 616 |
+
},
|
| 617 |
+
{
|
| 618 |
+
"cell_type": "code",
|
| 619 |
+
"execution_count": 7,
|
| 620 |
+
"metadata": {},
|
| 621 |
+
"outputs": [],
|
| 622 |
+
"source": [
|
| 623 |
+
"X_test = test[features]\n",
|
| 624 |
+
"\n",
|
| 625 |
+
"rf_params['random_state'] = 0\n",
|
| 626 |
+
"model = RandomForestClassifier(**rf_params)\n",
|
| 627 |
+
"model.fit(X_train.fillna(0), y_train)\n",
|
| 628 |
+
"y_pred = model.predict_proba(X_test.fillna(0))[:, 1]\n",
|
| 629 |
+
"\n",
|
| 630 |
+
"sub = test.copy()\n",
|
| 631 |
+
"sub['pred'] = y_pred\n",
|
| 632 |
+
"y_pred = sub.groupby('DATE')['pred'].transform(\n",
|
| 633 |
+
" lambda x: x > x.median()).values\n",
|
| 634 |
+
"\n",
|
| 635 |
+
"submission = pd.Series(y_pred)\n",
|
| 636 |
+
"submission.index = test.index\n",
|
| 637 |
+
"submission.name = target\n",
|
| 638 |
+
"\n",
|
| 639 |
+
"submission.to_csv('./benchmark_qrt.csv', index=True, header=True)"
|
| 640 |
+
]
|
| 641 |
+
},
|
| 642 |
+
{
|
| 643 |
+
"cell_type": "markdown",
|
| 644 |
+
"metadata": {},
|
| 645 |
+
"source": [
|
| 646 |
+
"\n",
|
| 647 |
+
"The local accuracy is around 51. If we did not overfit, we shall expect something within the range above.\n",
|
| 648 |
+
"\n",
|
| 649 |
+
"After submitting the benchmark file at https://challengedata.ens.fr, we obtain a public score of 51.31 %."
|
| 650 |
+
]
|
| 651 |
+
}
|
| 652 |
+
],
|
| 653 |
+
"metadata": {
|
| 654 |
+
"hide_input": false,
|
| 655 |
+
"kernelspec": {
|
| 656 |
+
"display_name": "Python 3",
|
| 657 |
+
"language": "python",
|
| 658 |
+
"name": "python3"
|
| 659 |
+
},
|
| 660 |
+
"language_info": {
|
| 661 |
+
"codemirror_mode": {
|
| 662 |
+
"name": "ipython",
|
| 663 |
+
"version": 3
|
| 664 |
+
},
|
| 665 |
+
"file_extension": ".py",
|
| 666 |
+
"mimetype": "text/x-python",
|
| 667 |
+
"name": "python",
|
| 668 |
+
"nbconvert_exporter": "python",
|
| 669 |
+
"pygments_lexer": "ipython3",
|
| 670 |
+
"version": "3.7.5"
|
| 671 |
+
},
|
| 672 |
+
"toc": {
|
| 673 |
+
"base_numbering": 1,
|
| 674 |
+
"nav_menu": {},
|
| 675 |
+
"number_sections": true,
|
| 676 |
+
"sideBar": true,
|
| 677 |
+
"skip_h1_title": false,
|
| 678 |
+
"title_cell": "Table of Contents",
|
| 679 |
+
"title_sidebar": "Contents",
|
| 680 |
+
"toc_cell": false,
|
| 681 |
+
"toc_position": {},
|
| 682 |
+
"toc_section_display": true,
|
| 683 |
+
"toc_window_display": false
|
| 684 |
+
}
|
| 685 |
+
},
|
| 686 |
+
"nbformat": 4,
|
| 687 |
+
"nbformat_minor": 2
|
| 688 |
+
}
|
Benchmark_QRT_aw81ejz/benchmark_qrt.csv
ADDED
|
The diff for this file is too large to render.
See raw diff
|
|
|