Feature Decriptions

In the pricing competition, we cannot find the descriptions of features.

I think providing the descriptions of features is very common in most of data mining / ML competitions.

It would be better if you can provide the descriptions to help us better understand the data as some people are not from finance background.

For example, what does it mean by “Undl0vov”? It seems like underlying asset 0 vov? What’s vov?

To be honest, I’ve never seen any competitions with a supervised regression problem in Kaggle don’t provide the feature descriptions.

Thanks. I’m escalating this.

Manas

Hello,

We got a reply back from UBS Quant team regarding feature descriptions.