A Tree-Based Machine Learning Approach to Forecasting Volatility

Additional Metadata
Keywords	Machine Learning; stock volatility; random forests; forecast combination; ML interpretation
Thesis Advisor	Kleen, O
Persistent URL	hdl.handle.net/2105/67919
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Koene, S.M. (2023). A Tree-Based Machine Learning Approach to Forecasting Volatility. In Econometrie.http://hdl.handle.net/2105/67919

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