Trade Selection with Supervised Learning and OCA

9 Dec 2018David SaltielEric Benhamou

In recent years, state-of-the-art methods for supervised learning have exploited increasingly gradient boosting techniques, with mainstream efficient implementations such as xgboost or lightgbm. One of the key points in generating proficient methods is Feature Selection (FS)... (read more)

PDF Abstract

Code


No code implementations yet. Submit your code now

Results from the Paper


  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.