meta-labeling
There are 1 repositories under meta-labeling topic.
anxxos/sp500-prediction-sentiment-xgboost
In this work an application of the Triple-Barrier Method and Meta-Labeling techniques is explored with XGBoost for the creation of a sentiment-based trading signal on the S&P 500 stock market index. The results confirm that sentiment data have predictive power, but a lot of work is to be carried out prior to implementing a strategy.