Predicting Stock Market Crises
Extreme gradient boosting (XGBoost) is the best machine learning algorithm for predicting African stock market crises, with historical stock prices and exchange rates as key predictors.
Featured in No. 79 on 18 Dec 2024 · on release day
- Released
- 18 Dec 2024
- First featured
- No. 79 · 18 Dec 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 22
- Identifier
- RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:554-:d:1540423
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).