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23 September 2021

King's student success in market prediction AI competition

PhD student Yirun Zhang drew upon parallels between his own research and the challenges presented in the Jane Street Market Prediction AI competition to lead a team to victory.

Man standing in front of gate with King's College London coat of arms

Yirun is a Telecommunications PhD student at King’s Department of Engineering. His research focuses on applying machine learning and deep learning methods to challenges in modern wireless communications including time-series analysis, resource allocation and optimisation problems.

Yirun is also an active competitor in data science challenges and has recently enjoyed success in an AI competition set by Jane Street, a quantitative trading firm. The competition invited teams to use historical data, mathematical tools and technological tools to create an AI-based trading model for use on future real market data. Applying parallels between his own research and the financial time-series problems presented in the challenge, Yirun drew from his experience in solving and forecasting future states and decision making to lead a team of students, data scientists and researchers to obtain the highest score within the competition.

The nine-month competition was hosted on Kaggle, a data science competition platform which allows users to find and publish data sets, collaborate with other data scientists and machine learning engineers, and explore and build models in a web-based data-science environment. Yirun has extensive experience with the platform, and is recognized as both a Kaggle Competition Master and Kaggle Grandmaster – the highest title awarded in Kaggle data science competitions.

Congratulating Yirun, Mohammad Shikh-Bahaei, Professor of Telecommunications, said:

"Yirun has been my MSc project student, then my PhD student and recently a research associate in one of my major projects. He has always impressed me with his great talent and motivation. His enthusiasm in the growing field of Machine Learning has made him an expert in this area. He has not only produced a number of top quality conference and journal publications in his mainstream research area, but also collaborated with my other PhD students and research associates, and has been an excellent team worker. He is very prolific in research, and fully deserves this great achievement. Well done, Yirun!"


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