Case report
Open access
Jul 2026
Machine Learning and Liquidity Dynamics in European Stock Markets
SHAP analysis reveals that trading activity, lagged liquidity, and market uncertainty are the main determinants of liquidity forecasts, and the findings highlight the complementary role of explainable machine learning in empirical finance.
Veni Arakelia, G. Caporale, Mirto M Gasparinatou et al.
· CESifo working papers · 0 citations