Analysis of financial pressure impacts on the health care industry with an explainable machine learning method: China versus the USA

作者：

Highlights：

• Financial pressure could improve volatility forecasting performance of health care stock.

• The prediction contribution of financial pressure is much stronger in China than in the USA.

• Different lag periods of financial pressure have an asymmetric predictive contribution.

• The prediction contribution about five dimension of financial pressure is discrete.

摘要

•Financial pressure could improve volatility forecasting performance of health care stock.•The prediction contribution of financial pressure is much stronger in China than in the USA.•Different lag periods of financial pressure have an asymmetric predictive contribution.•The prediction contribution about five dimension of financial pressure is discrete.

论文关键词：Health care,Financial pressure,Machine learning,Shapley additive explanations

论文评审过程：Received 6 June 2021, Revised 3 August 2022, Accepted 6 August 2022, Available online 11 August 2022, Version of Record 24 August 2022.

论文官网地址：https://doi.org/10.1016/j.eswa.2022.118482