|
|
--- |
|
|
tags: |
|
|
- xgboost |
|
|
- gbdt |
|
|
- gradient-boosting |
|
|
- bitcoin |
|
|
- btcusdt |
|
|
- price-prediction |
|
|
- time-series |
|
|
- financial-forecasting |
|
|
- machine-learning |
|
|
- finml |
|
|
datasets: |
|
|
- sierra-arn/finml-lab-data |
|
|
task_categories: |
|
|
- time-series-forecasting |
|
|
- regression |
|
|
license: bsd-3-clause |
|
|
language: |
|
|
- en |
|
|
--- |
|
|
|
|
|
# **Financial ML Lab - XGBoost GBDT Model** |
|
|
|
|
|
This model is a component of the [finml-lab](https://github.com/Sierra-Arn/finml-lab) project, featuring a trained Gradient Boosting on Decision Tree (GBDT) model using XGBoost for BTCUSDT price prediction based on technical indicators and market features. |
|
|
|
|
|
## **Model Overview** |
|
|
|
|
|
- **Algorithm**: XGBoost Gradient Boosting Decision Tree (GBDT). |
|
|
- **Target**: BTCUSDT price prediction on 1-hour timeframe. |
|
|
- **Features**: Technical indicators generated with ta-lib, time-based features, and engineered market data. |
|
|
- **Training Data**: Processed BTCUSDT 1-hour candlestick data from finml-lab dataset. |
|
|
- **Optimization**: Hyperparameter tuning performed with Optuna. |
|
|
|
|
|
## **License** |
|
|
|
|
|
This model is licensed under the [BSD-3-Clause License](LICENSE). |
