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Author

S. I. Doguwa

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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 · 0 citations

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