Jane Street 2024 - Statistical Test | Feature Importance | Idea for modelling | Linear Regression

Описание: In this video, I went through some statistical tests to determine the importance of features and modeled a linear regression model over the dataset.

00:00 – Introduction
02:38 – Checking for stationarity
14:02 – How much lag to consider?
18:00 – Struggling to plot a grid
38:50 – Feature selection via Stats
1:02:41 – Why Linear Regression is Awesome?
1:49:00 – Features vs Responders