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Journal: J. Risk Financial Manag., 2025
Volume: 18
Number: 487
487
Article: Empirical Calibration of XGBoost Model Hyperparameters Using the Bayesian Optimisation Method: The Case of Bitcoin Volatility
Authors: by Saralees Nadarajah, Jules Clement Mba, Ndaohialy Manda Vy Ravonimanantsoa, Patrick Rakotomarolahy and Henri T. J. E. Ratolojanahary
Link: https://www.mdpi.com/1911-8074/18/9/487

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