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We derived centrality measures and node embeddings from these networks, offering unique insights into the ETFs\u2019 dynamics. By integrating these features into gradient-boosting algorithm-based models, we significantly enhanced the predictive accuracy. Our approach offers improved forecast performance for U.S. sector index futures and adds a layer of explainability to the existing literature.<\/jats:p>","DOI":"10.3390\/e26010070","type":"journal-article","created":{"date-parts":[[2024,1,12]],"date-time":"2024-01-12T09:24:11Z","timestamp":1705051451000},"page":"70","update-policy":"https:\/\/doi.org\/10.3390\/mdpi_crossmark_policy","source":"Crossref","is-referenced-by-count":5,"title":["Enhancing Exchange-Traded Fund Price Predictions: Insights from Information-Theoretic Networks and Node Embeddings"],"prefix":"10.3390","volume":"26","author":[{"given":"Insu","family":"Choi","sequence":"first","affiliation":[{"name":"Department of Industrial and Systems Engineering, Korea Advanced Institute of Science and Technology, Daejeon 34141, Republic of Korea"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-8385-9598","authenticated-orcid":false,"given":"Woo Chang","family":"Kim","sequence":"additional","affiliation":[{"name":"Department of Industrial and Systems Engineering, Korea Advanced Institute of Science and Technology, Daejeon 34141, Republic of Korea"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"1968","published-online":{"date-parts":[[2024,1,12]]},"reference":[{"key":"ref_1","unstructured":"MSCI (2023, October 30). 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