cgboost

This work was accepted by UKCI. This paper proposes a model combining the ensemble techniques of extreme gradient boost (XGBoost) [1] and 1D convolution neural network (CNN), called as CGBoost, to obtain a better performance. This work also tried to fit 6 market curves simultaneously using CGBoost and got better results, it is call as CGBoost6.

Examples of stock forecast curves

1. Chen, T., Guestrin, C.: Xgboost: A scalable tree boosting system. In: Proceedings of the 22nd acm sigkdd international conference on knowledge discovery and data mining, pp. 785{794. ACM (2016)