XGBoost Forecasting of NEPSE Index Log Returns with Walk Forward Validation.

Thu, 01 Jan 2026 00:00:00 +0100

Sahaj Raj Malla, Shreeyash Kayastha, Rumi Suwal, Harish Chandra Bhandari, Rajendra Adhikari:
XGBoost Forecasting of NEPSE Index Log Returns with Walk Forward Validation. CoRR abs/2601.08896 (2026)