Lan Zhang

Stock Return Prediction: A Lightweight Innovative Framework Based on Feature Engineering and Tree Model Ensemble

. Stock return prediction is a classic challenge in financial time series analysis. This study uses 996 valid daily trading samples of Netflix (NFLX) stock from 2018 to 2022, building a pure XGBoost baseline with 12 traditional technical indicators. The baseline achieves near-perfect training fit (MSE=0.0000, R²=1.000)...