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Forecasting Stock Prices using XGBoost (Part 2/5)

A Follow-up to Part 1

So after I published my first article (here) on forecasting stock prices using XGBoost, I received feedback that the signal should first be made stationary before making any predictions, otherwise it is like trying to shoot at a fast-moving and erratic target. This article aims to repeat the analysis we did in Part 1, but we use stock returns…