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|Title||Stock market volatility: Identification of risk drivers and forecasting using random forest|
|Institution||University of Zurich|
|Faculty||Faculty of Business, Economics and Informatics|
|Number of Pages||43|
|Abstract Text||Random forest is a machine learning method which can be used for regression and classification. Due to its ability to handle large data setswith highly nonlinear dependencies, random forest is a powerful prediction tool. Furthermore, despite being a non-parametric approach, random forest allows for inference regarding the importance of input variables.|