Prediction of Precious Metal Index Based on Ensemble Learning and SHAP Interpretable Method
Author:
Funder
Beijing Municipal Social Science Foundation
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s10614-024-10557-w.pdf
Reference53 articles.
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2. Arreola Hernandez, J., & Al Janabi, M. A. M. (2020). Forecasting of dependence, market, and investment risks of a global index portfolio. Journal of Forecasting, 39(3), 512–532. https://doi.org/10.1002/for.2641
3. Baur, D. G., & Lucey, B. M. (2010). Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold. The Financial Review, 45(2), 217–229. https://doi.org/10.1111/j.1540-6288.2010.00244.x
4. Ben Ameur, H., Boubaker, S., Ftiti, Z., Louhichi, W., & Tissaoui, K. (2023). Forecasting commodity prices: Empirical evidence using deep learning tools. Annals of Operations Research. https://doi.org/10.1007/s10479-022-05076-6
5. BenSaïda, A. (2023). Safe haven property of gold and cryptocurrencies during COVID-19 and Russia-Ukraine conflict. Annals of Operations Research. https://doi.org/10.1007/s10479-023-05517-w
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