qlib/examples/benchmarks/LightGBM

LightGBM

• Code: https://github.com/microsoft/LightGBM
• Paper: LightGBM: A Highly Efficient Gradient Boosting Decision Tree. https://proceedings.neurips.cc/paper/2017/file/6449f44a102fde848669bdd9eb6b76fa-Paper.pdf.

Introductions about the settings/configs.

workflow_config_lightgbm_multi_freq.yaml

• It uses data sources of different frequencies (i.e. multiple frequencies) for daily prediction.