Baltic dry index forecast using financial market data: Machine learning methods and SHAP explanations

• Hyeon-Seok Kim,

  Roles Data curation, Investigation, Methodology, Writing – original draft

  Affiliation Department of Industrial Engineering, Hanyang University, Seoul, Republic of Korea

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• Do-Hyeon Kim,

  Roles Formal analysis, Writing – original draft, Writing – review & editing

  Affiliation Department of Finance and Big Data, Gachon University, Seongnam, Republic of Korea

  https://orcid.org/0009-0001-7793-8326

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• Sun-Yong Choi

  Roles Conceptualization, Funding acquisition, Writing – original draft

  * E-mail: sunyongchoi@gachon.ac.kr

  Affiliation Department of Finance and Big Data, Gachon University, Seongnam, Republic of Korea

  https://orcid.org/0000-0001-7234-7183

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