Baltic dry index forecast using financial market data: Machine learning methods and SHAP explanations.
The Baltic Dry Index (BDI) is a critical benchmark for assessing freight rates and chartering activity in the global shipping market. This study forecasts the BDI using diverse financial data, including commodities, currencies, stock markets, and volatility indices. Unlike previous research, our app...
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| Main Authors: | Hyeon-Seok Kim, Do-Hyeon Kim, Sun-Yong Choi |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2025-01-01
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| Series: | PLoS ONE |
| Online Access: | https://doi.org/10.1371/journal.pone.0325106 |
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