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Ares-Infenus / xgboost-financial-predictor

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End-to-end ML pipeline that predicts BTC/USDT price direction (4h horizon) using XGBoost + Optuna + SHAP. 9-phase architecture, Walk-Forward Validation across 15 folds, 37 technical indicators, 98 automated tests. ROC-AUC: 0.5431.

python machine-learning xgboost quantitative-finance feature-engineering algorithmic-trading time-series-forecasting shap financial- walk-forward-optimization financial-ml
  • Updated Mar 22, 2026
  • Jupyter Notebook

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