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Doesn't the encrypted chart still need to display price history or volume? If so it seems like it'd be a trivial task to match it up with its real-world counter
by theli0nheart 10y ago
Doesn't the encrypted chart still need to display price history or volume? If so it seems like it'd be a trivial task to match it up with its real-world counterpart.
- richard_craib 10y agoIt would be easy to match an obfuscated stock market dataset with some third party dataset, and this has happened on many Kaggle competitions (data leaks). That's why the encryption here is important.
- Someone 10y agoBut how do you encrypt a stock's historical performance without removing the information (performs better in summer, went up after 9/11…) hidden inside it? You can add noise, but I doubt that will be enough.
- ikeboy 10y agoSee https://en.wikipedia.org/wiki/Homomorphic_encryption https://en.wikipedia.org/wiki/Homomorphic_encryption, which they claim to use.
- ves 10y agoThere's no way in hell they're doing ML on cipher text. It's like orders upon orders of magnitudes too slow.
- emkman 10y agoThe model has no idea what stock it is predicting. It is just a random ID that represents a security. Further, there are no encrypted charts and no ability to backtest your model outside of the small amount of data provided by Numerai. Download the csv's. They are much smaller than I expected.