Forecasting gold price with the XGBoost algorithm and SHAP interaction values
Forecasting gold price with the XGBoost algorithm and SHAP interaction values
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Publisher
New York: Springer US
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Language
English
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Publisher
New York: Springer US
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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...
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Full title
Forecasting gold price with the XGBoost algorithm and SHAP interaction values
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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