meta-labeling

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anxxos / sp500-prediction-sentiment-xgboost
In this work an application of the Triple-Barrier Method and Meta-Labeling techniques is explored with XGBoost for the creation of a sentiment-based trading signal on the S&P 500 stock market index. The results confirm that sentiment data have predictive power, but a lot of work is to be carried out prior to implementing a strategy.
meta-labeling stock-market-prediction ensemble-learning extreme-gradient-boosting trading-strategy news-sentiment
Language:Jupyter Notebook 15

anxxos / sp500-prediction-sentiment-xgboost