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Baseline models

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moshafieeha edited this page Sep 2, 2022 · 6 revisions

Labeling methods

  1. Rolling: The first method involved "Rolling" on the price for the next 30 business days. Comparatively, zigzag is a better method of labeling than this.
  2. Zigzag

Model selection

  1. Random forest:
  2. XGBoost: The model was overfitted without setting hyperparameters, so continuing it did not seem like a good idea.
  3. LightGBoost:

HamTech

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