Gradient Boosting LSTM Bid Ask Modelling Marchine Learning
Budget: £20 – £250 GBP
• Description
You will be given 1) a price time series every 60 seconds and 2) a signal time series every 15 minutes. Your job is to predict the a) direction and b) the magnitude of movement in real time.
Timeseries 1)
https://www.sorsmarkets.com/api/MachineLearning/BidAskModel?startDateTime=01-nov-2024%2000:00&endDateTime=15-nov-2024%2000:00
Timeseries 2)
https://www.sorsmarkets.com/api/MachineLearning/SaldoModel?startDateTime=01-nov-2024%2000:00&endDateTime=15-nov-2024%2000:00&Type=AFRR&Area=DE
The signal can move the price, but history may have some impact. i.e., 1 hour ago, the price went down, and the current hour may also go down. You may use gradient boosting / LTSM to predict the direction and magnitude or suggest another model.
Benchmark: you need to predict with at least 50% accuracy to get paid; otherwise, I am better off tossing a fair coin and still beating your model.
• Bidding
Your bid is my budget. If you deliberately put in a low bid to attract me to speak to you, you either revise your bid, or I will ignore you.
• Delivery
We need the source code and will integrate your program into a much larger one. You will be paid once you finish all the work and it works on my machine. We will also attack your program, as it has to be secure and reliable without loopholes. It has to be bug-free.
• Platform
Your code has to work on Windows.
• Workplace
You will be working online remotely.
• Experience
Please show us your detailed related work experience and portfolio. Without similar experience, you are unlikely to be awarded, as you may not finish the project anyway.
• IP
The intellectual property, including the source code, belongs to Sors Markets Ltd.
• Interview
We may interview you to see if you can work on the project.
• Demo
We will need to do a demo on Freelancer. If you have any questions, please send us a message.
• Further work
More work may need to be awarded to the winner.
You will be given 1) a price time series every 60 seconds and 2) a signal time series every 15 minutes. Your job is to predict the a) direction and b) the magnitude of movement in real time.
Timeseries 1)
https://www.sorsmarkets.com/api/MachineLearning/BidAskModel?startDateTime=01-nov-2024%2000:00&endDateTime=15-nov-2024%2000:00
Timeseries 2)
https://www.sorsmarkets.com/api/MachineLearning/SaldoModel?startDateTime=01-nov-2024%2000:00&endDateTime=15-nov-2024%2000:00&Type=AFRR&Area=DE
The signal can move the price, but history may have some impact. i.e., 1 hour ago, the price went down, and the current hour may also go down. You may use gradient boosting / LTSM to predict the direction and magnitude or suggest another model.
Benchmark: you need to predict with at least 50% accuracy to get paid; otherwise, I am better off tossing a fair coin and still beating your model.
• Bidding
Your bid is my budget. If you deliberately put in a low bid to attract me to speak to you, you either revise your bid, or I will ignore you.
• Delivery
We need the source code and will integrate your program into a much larger one. You will be paid once you finish all the work and it works on my machine. We will also attack your program, as it has to be secure and reliable without loopholes. It has to be bug-free.
• Platform
Your code has to work on Windows.
• Workplace
You will be working online remotely.
• Experience
Please show us your detailed related work experience and portfolio. Without similar experience, you are unlikely to be awarded, as you may not finish the project anyway.
• IP
The intellectual property, including the source code, belongs to Sors Markets Ltd.
• Interview
We may interview you to see if you can work on the project.
• Demo
We will need to do a demo on Freelancer. If you have any questions, please send us a message.
• Further work
More work may need to be awarded to the winner.