An explained extreme gradient boosting approach for identifying the time-varying determinants of sovereign risk
Carlos Giraldo, Iader Giraldo, Jose E. Gomez-Gonzalez, Jorge M. Uribe
| Year of publication: |
2023
|
|---|---|
| Authors: | Giraldo, Carlos ; Giraldo, Iader ; Gómez González, José Eduardo ; Uribe, Jorge |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 57.2023, p. 1-13
|
| Subject: | Explainable AI | Extreme gradient boosting model | Macroeconomic and institutional factors | Sovereign risk | Länderrisiko | Country risk | Welt | World | Risikoprämie | Risk premium |