Table 11 Performance metrics with XGBoost
From: Predicting cash holdings using supervised machine learning algorithms
XGBoost | Model with 19 features | Model with 15 features | Model with 10 features | Model with 5 features |
|---|---|---|---|---|
RMSE | 0.0599 | 0.1000 | 0.0991 | 0.0990 |
R2 | 0.7258 | 0.2340 | 0.2488 | 0.2495 |