However, it is not possible to obtain good results by simply inputting 39 features. A hierarchical model is constructed by linearly regressing the features in advance to obtain correlations and residuals. The hierarchical model around here probably weaves in the idea of traditional quantitative model.Machine learning trading system that achieved 100 million yen in profit823yuki takemotoMohammad AhmadJun 25, 2020·1 min readDo you have any references for this methodology? Can you give a mathematical example?
