Unveiling the optimal factor model in Pakistan: a machine learning approach using support vector regression and extreme gradient boosting algorithms

Unveiling the optimal factor model in Pakistan: a machine learning approach using support vector regression and extreme gradient boosting algorithms

Abstract This study examines the explanatory power of Fama–French models to find the optimal model and pointing out the critical factors applying the grid search cross-validation (GridSearchCV)-based support vector regression (SVR) and extreme gradient boosting (XGBoost) in the Pakistani Stock Marke...

Full description

Saved in:
Bibliographic Details
Main Authors: Rizwan Ullah, Muhammad Naveed Jan, Muhammad Tahir
Format: Article
Language:English
Published: SpringerOpen 2025-06-01
Series:Future Business Journal
Subjects:
Asset pricing
Emerging market
Machine learning
SHAP
Online Access:https://doi.org/10.1186/s43093-025-00560-4
Tags: Add Tag
No Tags, Be the first to tag this record!

Internet

https://doi.org/10.1186/s43093-025-00560-4

Similar Items