Application of Explainable Artificial Intelligence to model the influence of firm-specific factors on stock performance in sub-Saharan Africa during COVID-19.
Mbongiseni Ncube,
Mabutho Sibanda,
Frank R Matenda
Abstract:The COVID-19 pandemic has brought forth a novel and challenging investment environment for stock markets in both developed and emerging economies. This study delves into the under-researched field of factor investing, analysing the influence of firm-specific factors on stock performance in sub-Saharan Africa during the pandemic in four selected stock exchanges. Using explainable artificial intelligence (XAI), we analysed the cross-sectional data of firms listed on these exchanges in both the pre-pandemic and p… Show more
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