View in EDS HTML Full Text PDF Full Text

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

Saved in:
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
Full text is not displayed to guests.
FullText Links:
  – Type: pdflink
Text:
  Availability: 1
Header DbId: bsu
DbLabel: Business Source Ultimate
An: 195103999
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Impact of Volatility and Feature Engineering on the Forecasting Performance of LSTM and XGBoost Models: Evidence from Indonesian Banking Stocks.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Tjen%2C+Yoel+Christopher%22">Tjen, Yoel Christopher</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Zuhri%2C+Hasanul+Fahmi%22">Zuhri, Hasanul Fahmi</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> fahmi.zuhri@unitar.my</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Ingénierie+des+Systèmes+d'Information%22">Ingénierie des Systèmes d'Information</searchLink>. May2026, Vol. 31 Issue 5, p1389-1402. 14p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=195103999
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.18280/isi.310502
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 14
        StartPage: 1389
    Titles:
      – TitleFull: Impact of Volatility and Feature Engineering on the Forecasting Performance of LSTM and XGBoost Models: Evidence from Indonesian Banking Stocks.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Tjen, Yoel Christopher
      – PersonEntity:
          Name:
            NameFull: Zuhri, Hasanul Fahmi
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 05
              Text: May2026
              Type: published
              Y: 2026
          Identifiers:
            – Type: issn-print
              Value: 16331311
          Numbering:
            – Type: volume
              Value: 31
            – Type: issue
              Value: 5
          Titles:
            – TitleFull: Ingénierie des Systèmes d'Information
              Type: main
ResultId 1