{"title":"基于LightGBM集合方法的库存量预测","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":"{\"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}","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}
Exploiting LightGBM Ensemble Method for Stock Prediction
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