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Forecasting gold price with the XGBoost algorithm and SHAP interaction values

Forecasting gold price with the XGBoost algorithm and SHAP interaction values

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_hal_primary_oai_HAL_hal_03331805v1

Forecasting gold price with the XGBoost algorithm and SHAP interaction values

About this item

Full title

Forecasting gold price with the XGBoost algorithm and SHAP interaction values

Publisher

New York: Springer US

Journal title

Annals of operations research, 2024-03, Vol.334 (1-3), p.679-699

Language

English

Formats

Publication information

Publisher

New York: Springer US

More information

Scope and Contents

Contents

Financial institutions, investors, mining companies and related firms need an effective accurate forecasting model to examine gold price fluctuations in order to make correct decisions
.
This paper proposes an innovative approach to accurately forecast gold price movements and to interpret predictions. First, it compares six machine learning...

Alternative Titles

Full title

Forecasting gold price with the XGBoost algorithm and SHAP interaction values

Authors, Artists and Contributors

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_hal_primary_oai_HAL_hal_03331805v1

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_hal_primary_oai_HAL_hal_03331805v1

Other Identifiers

ISSN

0254-5330

E-ISSN

1572-9338

DOI

10.1007/s10479-021-04187-w

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