Predicting S&P 500 Returns With CatBoost

CatBoost’s Magic Wand: Predicting S&P 500 Returns with Confidence

Sofien Kaabar, CFA

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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 to predict the returns of the S&P 500 index.

Introduction to CatBoost

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