Impact of Volatility and Feature Engineering on the Forecasting Performance of LSTM and XGBoost Models: Evidence from Indonesian Banking Stocks.

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Bibliographic Details
Title: Impact of Volatility and Feature Engineering on the Forecasting Performance of LSTM and XGBoost Models: Evidence from Indonesian Banking Stocks.
Authors: Tjen, Yoel Christopher1 (AUTHOR), Zuhri, Hasanul Fahmi1 (AUTHOR) fahmi.zuhri@unitar.my
Source: Ingénierie des Systèmes d'Information. May2026, Vol. 31 Issue 5, p1389-1402. 14p.
Database: Business Source Ultimate
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ISSN:16331311
DOI:10.18280/isi.310502