Can i train xgboost on multiple time series csv files at the same time?

Question

I built an xgboost model to predict stock it now trains on 1 stock at a time its a csv file I use pandas to load it. Is there a way to train the model on multiple stocks at the same time? What would be the best approach? I don't need code just guidance as all my research has failed

Answer 1

The short answer is no.

Time series models model a single time series. If you want to model N time series you need N time series models. XGBoost is no different when used for time series modeling. The only exception to this would be deep learning using transfer learning but that is a different animal.