Forecasting gold price with the XGBoost algorithm and SHAP interaction values.
Sami Ben JabeurSalma Mefteh-WaliJean-Laurent VivianiPublished in: Ann. Oper. Res. (2024)
Keyphrases
- preprocessing
- detection algorithm
- optimization algorithm
- learning algorithm
- times faster
- high accuracy
- dynamic programming
- matching algorithm
- theoretical analysis
- improved algorithm
- selection algorithm
- standard deviation
- classification algorithm
- worst case
- computational complexity
- computationally efficient
- segmentation algorithm
- linear programming
- computational cost
- particle swarm optimization
- maximum likelihood
- clustering method
- path planning
- np hard
- convex hull
- convergence rate
- cost function
- significant improvement