finml-lab-gbdt / README.md
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metadata
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 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.