Forecasting Emerging Stock Market Crashes via Machine Learning

Forecasting Emerging Stock Market Crashes via Machine Learning

A Master of Science thesis in Engineering Systems Management by Mohammad Osama Khan entitled, “Forecasting Emerging Stock Market Crashes via Machine Learning”, submitted in November 2023. Thesis advisor is Dr. Hussam Alshraideh and thesis co-advisors are Dr. Zied Bahroun and Dr. Anis Samet. Soft cop...

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Bibliographic Details
Main Author: Khan, Mohammad Osama (author)
Format: doctoralThesis
Published: 2023
Subjects:
Machine Learning
Liquidity Proxies
Stock Market Crashes
Emerging Markets
Predictive Modelling
Financial Forecasting
SHAP
Shapley Additive Explanations (SHAP)
Online Access:http://hdl.handle.net/11073/25478
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Summary:A Master of Science thesis in Engineering Systems Management by Mohammad Osama Khan entitled, “Forecasting Emerging Stock Market Crashes via Machine Learning”, submitted in November 2023. Thesis advisor is Dr. Hussam Alshraideh and thesis co-advisors are Dr. Zied Bahroun and Dr. Anis Samet. Soft copy is available (Thesis, Completion Certificate, Approval Signatures, and AUS Archives Consent Form).

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