Archive

Unveiling the Drivers of Stock Prices and Volatility in the Banking Sector of Bangladesh: An Explainable Machine Learning Approach

Aslam Mahmud

Abstract

This study employs explainable machine learning algorithms to identify key determinants of stock prices and volatility within the banking sector of Bangladesh. Utilizing a dataset comprising 31 stock exchange-listed commercial banks, the analysis integrates a comprehensive set of firm-specific and macroeconomic variables.