THU-BDC2026 Experiment Log - Those Optimizations That Made the Results Worse and Worse
A public version experiment record covering single-period high return, data leakage fix, feature pruning, money flow factors, and several failed optimizations.
THU-BDC2026 Technical Route: From Transformer to LightGBM Ranking
Why Write a Separate Technical Route PostThe previous post was more like a competition retrospective; this one is specifically to sort out the technical route for THU-BDC2026. For this project, from the earliest deep model to the later LightGBM LambdaRank, the transition was not simply “switching...
THU-BDC2026 Retrospective: I Almost Got Fooled by a Beautiful Backtest
OriginFor this THU-BDC2026, I actually kept three project directories: the original, archive, and v2. They look like three projects, but after going through them, a more accurate description is: this is the three-stage growth history of the same competition project. The problem itself is very dir...
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