The impact of macroeconomic variables on Brusa Stock Exchange using machine learning model

This paper attempts to explore the relationship between four macroeconomic variables on Bursa Stock Exchange using the Machine Learning method. Quarterly data has been used from 2015 quarter 1 until 2022 quarter 4 for all the variables like, overnight policy rate, industrial production index, consum...

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Bibliographic Details
Main Author: Kok, Yu Chen
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2024
Online Access:https://eprints.nottingham.ac.uk/76056/