Challenge Overview

Survival modeling, the statistical prediction of time until a specific event occurs, holds immense value across the financial sector. Its applications are crucial for tasks such as estimating the time until loan repayment or default, and predicting portfolio churn, to provide critical insights for risk management, strategic planning, and customer retention.

In the context of finance, survival analysis involves tracking a group of entities from an index event until a designated outcome event. For instance, the index event could be the origination of a loan, with the outcome event being its repayment or default. Similarly, for a customer portfolio, the index event might be a customer's onboarding, and the outcome event could be churn, i.e., when they cease using services.

Task Description

In the FinSurvival Challenge, the primary objective is time-to-event prediction. This means participants will build models to accurately predict how long it takes from an index event (e.g., a loan being issued) until a specific outcome event occurs (e.g., the loan is repaid or liquidated). The primary evaluation metric for this task is the Concordance Index (C-index), where a score of 0.5 indicates random guessing and 1.0 represents perfect prediction.

We expect participants to develop models that can outperform existing benchmarks, particularly the FinSurvival benchmark, by leveraging advanced machine learning and deep learning techniques to capture the complex, non-linear relationships present in real-world DeFi transaction data.

21.8M+
Records
90
Engineered Features
16
Prediction Tasks
C-index
Evaluation Metric

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Dataset

The FinSurvival benchmark consists of 16 time-to-event prediction tasks based on user transactions on the Aave V3 Ethereum protocol. The released benchmark includes over 21.8 million records and 90 engineered features, capturing user behavior, market dynamics, and temporal patterns from March 12, 2022 to July 2, 2024.

Competition Tasks

Participants must create models for 16 unique event transitions:

  • Borrow → Deposit, Repay, Withdraw, Liquidated
  • Deposit → Borrow, Repay, Withdraw, Liquidated
  • Repay → Borrow, Deposit, Withdraw, Liquidated
  • Withdraw → Borrow, Deposit, Repay, Liquidated

Each dataset record includes the following:

  • Index and outcome events: Transaction types initiating and ending a survival interval (e.g., borrowrepay).
  • Time-to-event information: Duration in seconds and censoring indicator.
  • 90 features: Including user-specific histories, market-level summaries, and engineered time representations (e.g., cyclic encodings of date/time).

Evaluation Protocol

Evaluation Criteria

The competition is hosted on Codabench, supporting live scoring, submission formatting, and reproducibility.

The competition will include a leaderboard based on an hidden extended dataset, and might also incorporate data from an additional, related but undisclosed DeFi protocol. To ensure a fair and robust evaluation, user addresses are concealed.

Submission Requirements

Your submission must include:

  • 16 survival predictions from pre-trained models on the test set (".csv" format) named as "<index_event>_<outcome_event>.csv" (e.g., "Borrow_Repay.csv", "Deposit_Liquidated.csv")
  • All packaged in a single ZIP file

Timeline

September 15, 2025

Data Release and Leaderboard Launch

Development Phase begins: 5 submissions/day, 100 total submissions allowed

October 14, 2025

Model Testing Cutoff

Final deadline for model submissions and testing. Development phase ends.

October 15-20, 2025

Final Phase

2 submissions total, evaluated against holdout test set

October 20, 2025

Report Submission Deadline

Final deadline for 2-page report submissions with links to open source code

October 22, 2025

Winners Notified

Top-performing teams are notified and invited to present at ICAIF'25

November 15-17, 2025

Presentation at ICAIF'25

Prizes

Compete for exciting prizes and recognition in the FinSurvival Challenge!

1st
$1,000
First Prize
2nd
$500
Second Prize
3rd
$250
Third Prize

Our Sponsors

Prize Eligibility

To be eligible for prizes, participants must:

  • Submit their code and a 2-page report by the specified deadline
  • Follow all competition rules and guidelines
  • Provide open-source code for reproducibility
  • Meet all eligibility requirements outlined in the Rules

Resources

Video Tutorials

Survival Modeling

An introduction to survival modeling concepts and applications in finance.

Formulating FinSurvival

Learn how the FinSurvival benchmark was formulated and designed.

Benchmarking FinSurvival

Understanding evaluation metrics and benchmarking approaches for survival modeling.

Research Paper

FinSurvival: A Suite of Large Scale Survival Modeling Tasks from Finance

Authors: Aaron Green, Zihan Nie, Hanzhen Qin, Oshani Seneviratne, Kristin P. Bennett

Survival modeling predicts the time until an event occurs and is widely used in risk analysis. We derive a suite of 16 survival modeling tasks from publicly available transaction data generated by lending of cryptocurrencies in Decentralized Finance (DeFi). With over 7.5 million records, FinSurvival provides a suite of realistic financial modeling tasks that will spur future AI survival modeling research.

Organizers

The competition is organized by a multidisciplinary team, with extensive experience in AI for finance, survival modeling, and DeFi.

Kristin P. Bennett
Kristin P. Bennett
Rensselaer Polytechnic Institute
Professor of Computer and Mathematical Sciences
Corey Curran
Corey Curran
Rensselaer Polytechnic Institute
PhD Student in Mathematics
Aaron Micah Green
Aaron Micah Green
Vassar College
Adjunct Professor of Mathematics and Statistics
Adrien Pavao
Adrien Pavao
Codabench, MLChallenges
Data Science PhD and Freelancer
Oshani Seneviratne
Oshani Seneviratne
Rensselaer Polytechnic Institute
Assistant Professor of Computer Science
Fernando Spadea
Fernando Spadea
Rensselaer Polytechnic Institute
PhD Student in Computer Science

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