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Elmayati

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Open access Oct 2026

Vector Autoregression, Long Short-Term Memory, dan Xgboost Dalam Kerangka Ensemble

Stock market volatility is a crucial indicator for risk assessment and investment decision-making, particularly for the S&P 500 index as a proxy for global financial markets. This study aims to forecast S&P 500 volatility by integrating macroeconomic and technical indicators using an ensemble approach. Daily data from...

Eddy Kurniawan, Budi Santoso, Elmayati · 0 citations

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