{"title":"Exploiting LightGBM Ensemble Method for Stock Prediction","authors":"Vatsal Mitesh Tailor","doi":"10.14299/ijser.2020.10.05","DOIUrl":null,"url":null,"abstract":"This paper leverages the LightGBM Ensemble Method to predict stock prices. First, the time features are from the dates and these generated features are used to build a regression model. Experiments are performed on the Tesla and the Coca Cola stock historical data to show the effectiveness of the method in predicting stock prices","PeriodicalId":14354,"journal":{"name":"International journal of scientific and engineering research","volume":"51 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2020-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"International journal of scientific and engineering research","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.14299/ijser.2020.10.05","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
This paper leverages the LightGBM Ensemble Method to predict stock prices. First, the time features are from the dates and these generated features are used to build a regression model. Experiments are performed on the Tesla and the Coca Cola stock historical data to show the effectiveness of the method in predicting stock prices
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