8/2/2019 20120306 Bond Example for Discussion
1/2
First Step - Looking at records with complete information
a) b)ID:10 in "Train" dataset ID: 762679 in "Test" dataset
Table 1a - Time Variables Table 1b - Time Variables
Time received_time_diff trade_size trade_type curve_based_price
trade_price Time received_time_diff trade_size trade_type
curve_based_price trade_pricet-10 3621492 200000 2 129.4356
129.0890 t-10 883612 100000 2 98.3154 97.0500
t-9 2862729 120000 2 127.5612 128.5960 t-9 869248 100000 4
98.3582 98.0000
t-8 2407701 85000 4 126.3235 126.6730 t-8 869248 100000 3
98.3582 98.0000
t-7 2157390 4200000 3 126.7614 126.8800 t-7 865338 300000 4
98.3532 98.7400
t-6 2152948 5000001 2 127.0258 126.3620 t-6 864615 300000 3
98.3468 98.8500
t-5 1308464 10000 2 125.7361 124.9180 t-5 698564 5000001 2
98.2936 97.9420
t-4 1295498 29000 4 126.6361 128.8910 t-4 174891 5000001 3
98.4886 98.2000
t-3 684386 220000 3 126.1803 126.0610 t-3 98934 145000 2 98.5263
98.0244
t-2 345050 1000000 3 124.7220 124.7570 t-2 98934 145000 4
98.5263 98.0244
t-1 343747 400000 3 124.7176 125.1010 t-1 3188 5000001 3 98.5020
98.2000
t (Current) Unknown 150000 2 126.0174 126.2680
