Unveiling the optimal factor model in Pakistan: a machine learning approach using support vector regression and extreme gradient boosting algorithms
Abstract This study examines the explanatory power of Fama–French models to find the optimal model and pointing out the critical factors applying the grid search cross-validation (GridSearchCV)-based support vector regression (SVR) and extreme gradient boosting (XGBoost) in the Pakistani Stock Marke...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2025-06-01
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| Series: | Future Business Journal |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s43093-025-00560-4 |
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