XGBoost Outperforms Deep Learning in Quantitative Trading

XGBoost Outperforms Deep Learning in Quantitative Trading

On Kaggle, 90% of fields including finance, tree models (like XGBoost) outperform deep learning neural network models. Let’s analyze the reasons. 01 Tree VS NN Deep learning neural network models excel in fields such as image processing and natural language, but in tabular data, such as OHLC candlestick data, neither neural networks nor transformers outperform … Read more