Forecasting gold price with the XGBoost algorithm and SHAP interaction values

DOI10.1007/S10479-021-04187-WzbMATH Open1537.91337MaRDI QIDQ6547070

Jean-Laurent Viviani, Sami Ben Jabeur, Salma Mefteh-Wali

Publication date: 30 May 2024

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

gold priceXGBoostCatBoostShapley additive explanations

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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• Random forests

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