Search: “xgboost”

A Hybrid LSTM-XGBoost Framework for Multi-Horizon Stock Return Prediction Across Diversified Equity Portfolios

Hybrid LSTM-XGBoost model predicts multi-horizon returns for 14 US equities, cutting 30-day RMSE to about one-third of a standalone LSTM baseline.

The paper combines a two-layer LSTM (64 hidden units) processing 60-day windows of five market features with an XGBoost regressor over a 78-dimensional hybrid feature vector including 14 technical indicators. It is trained on pooled data for 14 US equities across six sectors using chronological splits and per-stock MinMaxScaling to prevent look-ahead bias, and evaluated at 30, 90, 252, and 365 trading-day horizons. The hybrid achieves test RMSE of 0.0949 at 30 days, roughly one-third of the standalone LSTM, while 97.6% directional accuracy at 365 days largely tracks the base rate of positive returns.

arXiv cs.AI / cs.LG / cs.CL·Sep 11, 17:51 UTC · 5d agoAI research

Quantum Feature Engineering for Credit Default Prediction: When and Why IQP Circuits Help Linear Classifiers

Quantum IQP circuit features lift logistic-regression credit-default F1 from 0.462 to 0.517, beating Kernel PCA at an equal feature budget.

Using the UCI Default of Credit Card Clients dataset and five-fold cross-validation, an 8-qubit IQP circuit adds 16 features that raise Logistic Regression F1 from 0.462 to 0.517 (+0.055, p < 0.0001). Kernel PCA, the best classical non-linear alternative, reaches only 0.493 at the same feature count, with the gap surviving Benjamini-Hochberg correction across 12 tests (p = 0.00007). Only the linear classifier benefits, pointing to a linear-expressivity mechanism. Feature selection matters: Random Forest importance-guided selection reaches F1 = 0.523 while maximally uncorrelated features drop to 0.496.

arXiv cs.AI / cs.LG / cs.CL·Sep 9, 17:41 UTC · 7d agoAI research

Security teams are paying more attention to the energy cost of detection

Help Net Security·Jan 9, 00:00 UTC · Jan 9, 2026AI tools & infra