ADIA Lab and Crunch are partnering for the third year in a row to host this groundbreaking machine learning competition, focusing on a critical challenge in time series: Structural Break.
ADIA Lab leadership, including Prof. Marcos Lopez de Prado, Global Head of Quantitative R&D at ADIA, Prof. Alex Lipton, Global Head of Quantitative R&D at ADIA, and Dr. Horst D. Simon, Director of ADIA Lab, has been actively involved in its design and will continue to provide guidance throughout the competition.
Most AI and machine learning models excel at recognizing patterns in stable environments. However, they often fail when those patterns change, as they frequently do. When structural breaks occur, they can render entire forecasting and risk models obsolete, blindsiding both algorithms and decision-makers.
Until now, few methods have proven reliable in detecting these regime shifts in real-world time series data. This has left a critical gap in the ability of models to adapt to change, especially in high-stakes fields like finance.
The ADIA Lab Structural Break Challenge asks participants to develop models capable of detecting abrupt changes - known as structural breaks - within univariate time series. Successfully identifying these shifts is essential for building more robust, adaptive models that can withstand changing market conditions.
A total prize pool of $100,000 USD will be awarded for the top 10 entries, which will receive cash prizes, including $40,000 awarded to the overall winner!
Registrations are currently open and the competition runs until September 15, 2025.
Join the challenge here: https://www.adialab.ae/structural-break-challenge