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
· Proceedings of the 4th Inter... · 0 citations