Uses of Class
com.quantfinlib.ml.GradientBoostedRegressor
Packages that use GradientBoostedRegressor
Package
Description
Statistical learning for markets, all pure Java:
GradientBoostedRegressor (stump boosting),
VolatilityForecaster (forward realized vol +
0-100 risk score), RegimeDetector (2-state
Gaussian Markov-switching model via Baum-Welch EM),
MarketImpactPredictor (learned impact + sweep
probability), IntradayLiquidityForecaster
(session volume profiles) and AnomalyDetector
(quote stuffing, price spikes).-
Uses of GradientBoostedRegressor in com.quantfinlib.ml
Methods in com.quantfinlib.ml that return GradientBoostedRegressorModifier and TypeMethodDescriptionGradientBoostedRegressor.fit(double[][] x, double[] y) Fits the model onx[sample][feature]/y[sample].static GradientBoostedRegressorGradientBoostedRegressor.withDefaults()