Explainable machine learning to predict the cost of capital
This study investigates the impact of financial and non-financial factors on a firm's ex-ante cost of capital, which is the reflection of investors' perception on a firm's riskiness. Departing from previous literature, we apply the XGBoost algorithm and two explainable Artificial Inte...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2025-04-01
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| Series: | Frontiers in Artificial Intelligence |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/frai.2025.1578190/full |
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