Fusion of multifactor modeling and supervised learning algorithms in quantitative finance: a comparative analysis of predictive and explanatory power

Published Online: May 30, 2024

Received: Feb 17, 2024

Accepted: May 02, 2024

DOI: https://doi.org/10.2478/amns-2024-1237

Keywords

Multifactor model, XGBoost, SHAP interpretation framework, Financial risk early warning

© 2024 Yuqi Li, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.