SSRN Electronic Journal · 2021 · 12 citations · 17 references
ComputingComputer ScienceFinanceArtificial IntelligenceMachine LearningPredictive AnalyticsDecision TreesExplainable Machine LearningFinancial CrisesFinancial ForecastingForecasting MethodsTime Series ForecastingCrisis Probability ModelsMachine Learning Forecasting ModelsMachine Learning-based Price ForecastingMarket Risk ForecastingPredictive Price ModelingShapley Value AttributionShapley Value ExplanationsStock Market Crashes
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LightGBM: A Highly Efficient Gradient Boosting Decision Tree
Guolin Ke, Qi Meng, Thomas Finley et al. · HAL (Le Centre pour la Communication Scientifique Directe) · 2017 · 9.5K citations · Full text
Rajnish Mehra, Edward C. Prescott · Journal of Monetary Economics · 1985 · 5.8K citations
CatBoost: unbiased boosting with categorical features
Liudmila Prokhorenkova, Gleb Gusev, Aleksandr Vorobev et al. · arXiv (Cornell University) · 2017 · 1.1K citations · Full text