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

Pubblicato online: 30 mag 2024

Ricevuto: 17 feb 2024

Accettato: 02 mag 2024

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

Parole chiave

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.