XGBoost for Trading: Why Gradient Boosting Beats Deep Learning on Price Data

Xgboost

Our companion article explains [why the LSTM lost](/lstm-bitcoin-trading-failed/). This one explains why the winner won — because “deep learning didn’t work” is only half a finding. The other half is that a gradient-boosted tree on a small, carefully chosen feature set beat it under identical conditions, and kept beating it after every reasonable attempt to … Read more