Engineering Alpha

Engineering Alpha

Use This Ensemble Machine Learning Model With Your Time Series

CatBoost’s Magic Wand: Predicting Data with Confidence

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Apr 18, 2024
∙ Paid

Machine learning algorithms are numerous. Many are useful in predicting time series data. This article explores an ensemble learning model called CatBoost, and shows how to use it with time series.

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