Stock index direction forecasting using an explainable eXtreme Gradient Boosting and investor sentiments
Shangkun Deng, Xiaoru Huang, Yingke Zhu, Zhihao Su, Zhe Fu, Tatsuro Shimada
| Year of publication: |
2023
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|---|---|
| Authors: | Deng, Shangkun ; Huang, Xiaoru ; Zhu, Yingke ; Su, Zhihao ; Fu, Zhe ; Shimada, Tatsuro |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 64.2023, p. 1-16
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| Subject: | Direction prediction | Essential features | Explainable XGBoost | Investor sentiment | Stock index | Aktienindex | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101848 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014246834