中国贵金属期货市场的波动率预测——基于梯度提升树模型和可解释性工具的融合研究
冯凌秉, 黄达森, 郑宇豪
Forecasting Volatility in China's Precious Metals Futures: Integrating Gradient Boosting Decision Trees with Interpretability Tools
Lingbing FENG, Dasen HUANG, Yuhao ZHENG
计量经济学报
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2025, (2): 584
-614
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DOI: 10.12012/CJoE2024-0156
