Jane Street Market Prediction

• https://www.kaggle.com/c/jane-street-market-prediction/

t-SNE 시각화에 용이, 과적합이 되는 문제가 있음
GMM을 사용하여 분포 추청

An Investment Time Horizon is the period where one expects to hold an investment for a specific goal. Investments are generally broken down into two main categories: stocks (riskier) and bonds (less risky). The longer the Time Horizon, the more aggressive, or riskier portfolio, an investor can build. The shorter the Time Horizon, the more conservative, or less risky, the investor may want to adopt.