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Financial Innovation

Table 6 Parameter space of LightGBM

From: An efficient stock market prediction model using hybrid feature reduction method based on variational autoencoders and recursive feature elimination

Parameters

Value

number of learners

{100, 200, 300, 400, 500}

learning rate

{0.1, 0.01}

L2-regularizer

{0.001, 0.0001}

max_depth

{9, 11, 13}

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