2025
Machine Learning-Based Forecasting of Multivariate Time Series: Evidence from Random Forest and Extreme Gradient Boosting for VAR Model
A comparative study on conventional VAR models, Multivariate Random Forest for VAR (MRF-VAR) models and Multivariate Extreme Gradient Boosting for VAR (MXGB-VAR) models, validated using simulated and real-life dataset for Nigerian financial time series.
N. Isah, S. I. Doguwa
· Indian Journal of Industrial... · 0 citations