Bouasabah, Mohammed - In: Economies : open access journal 12 (2024) 8, pp. 1-12
geometric Brownian motion (GBM) models, with that of machine learning algorithms, such as Random Forest, Support Vector Machine …, especially the CIR model. Additionally, this study demonstrated that the metrics of machine learning algorithms are relatively …'s value, which may overestimate their performance. In contrast, machine learning algorithms offer a more flexible approach and …