№ lp_2_3_58012
This research paper compares AI-based asset pricing and risk estimation models, such as XGBoost, Random Forest, and LSTM, with classical models in the Nigerian frontier market, emphasizing non-linear relationships and the influence of macroeconomic factors like inflation, oil prices, and exchange rates.
Year: 2024
Region / City: Nigeria
Topic: Asset Pricing, Systematic Risk, Artificial Intelligence, Frontier Markets
Document Type: Research Paper
Institution: N/A
Author: N/A
Target Audience: Investors, regulators, policymakers
Period of Action: 2010-2024
Approval Date: N/A
Date of Changes: N/A
Price: 8 / 10 USD
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