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Lan Zhang

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Conference Open access 2026

Stock Return Prediction: A Lightweight Innovative Framework Based on Feature Engineering and Tree Model Ensemble

A lightweight framework integrating simple feature engineering and XGBoost-LightGBM ensemble is proposed, by adding 3 business-logic-based dynamic features (trend, weekday cycle, volatility trend) and fusing the two tree models with equal weights.

Lan Zhang · 0 citations

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