预测中国贵金属期货波动率:GBRT模型与Tree SHAP的时间-模型维度组合
Forecasting China's precious metal futures volatility: GBRT models and time-model dimension combination of Tree SHAP
International Review of Financial Analysis · 2025
被引 1
ABS 3
- Ziyang Zhu
- Yuhao Zheng
- Xinyi Wang
- Dasen Huang
- Lingbing Feng 通讯
金融经济学计量经济学贵金属期货波动率预测