Submission for Kaggle - Trading at the Close

Training code for the 15th place submission as a solo entry.

See detailed write-up here.

Acknowledgements

I re-used feature engineering code from:

• https://www.kaggle.com/code/meli19/lgb-kf-baseline
• https://www.kaggle.com/code/zulqarnainali/explained-singel-model-optiver/notebook
• https://www.kaggle.com/code/judith007/lb-5-3405-rapids-gpu-speeds-up-feature-engineer
• https://www.kaggle.com/code/verracodeguacas/fold-cv