Work

Stock index direction forecasting using an explainable eXtreme Gradient Boosting and investor sentiments

Year: 2022

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2022.101848

Authors: Shangkun Deng, Xiaoru Huang, Yingke Zhu, Zhihao Su, Zhe Fu, Tatsuro Shimada

Institutions: China Three Gorges University, Shandong University, Beijing Normal University, Keio University

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funders: Hubei Provincial Department of Education, Natural Science Foundation of Yichang City, Natural Science Foundation of Hubei Province

Awards: G4856040439, G5287882836, G5373906226

OpenAlex ID: W4309947347

FWCI: 4.745

Cites: 24

Cited by: 41

Related to: 10