相关论文: Understanding the Great Recession Using Machine Le…

We study the structural changes in multivariate time-series by estimating and comparing stationary graphs for macroeconomic time series before and after an economic crisis such as the Great Recession. Building on a latent time series…

Many real-world regression problems demand a measure of the uncertainty associated with each prediction. Standard decision forests deliver efficient state-of-the-art predictive performance, but high-quality uncertainty estimates are…

Predicting a customer's propensity-to-pay at an early point in the revenue cycle can provide organisations many opportunities to improve the customer experience, reduce hardship and reduce the risk of impaired cash flow and occurrence of…

The American economy can be thought of as a highly connected random network in terms of both its technological and informational connections. The cumulative size of economic recessions, the fall in output from peak to trough, is analysed…

This paper presents an out-of-sample prediction comparison between major machine learning models and the structural econometric model. Over the past decade, machine learning has established itself as a powerful tool in many prediction…

Building on developments in machine learning and prior work in the science of judicial prediction, we construct a model designed to predict the behavior of the Supreme Court of the United States in a generalized, out-of-sample context. To…

We investigate the predictive power of different machine learning algorithms to nowcast Madagascar's gross domestic product (GDP). We trained popular regression models, including linear regularized regression (Ridge, Lasso, Elastic-net),…

With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer a proven way of modeling non-linearities in time series,…

The gross domestic product (GDP) is the most widely used indicator in macroeconomics and the main tool for measuring a country's economic output. Due to the diversity and complexity of the world economy, a wide range of models have been…

A wide variety of methods have been developed for identifying depression, but they focus primarily on measuring the degree to which individuals are suffering from depression currently. In this work we explore the possibility of predicting…

This paper applies a recurrent neural network, the LSTM, to forecast inflation. This is an appealing model for time series as it processes each time step sequentially and explicitly learns dynamic dependencies. The paper also explores the…

Forecasting crop yields is important for food security, in particular to predict where crop production is likely to drop. Climate records and remotely-sensed data have become instrumental sources of data for crop yield forecasting systems.…

The costs and impacts of government corruption range from impairing a country's economic growth to affecting its citizens' well-being and safety. Public contracting between government dependencies and private sector instances, referred to…

Several key states in various regions of the U.S. have experienced recent sawtimber as well as pulp and paper mill closures, which raises an important policy question: how have and will key macroeconomic and industry specific indicators…

Although most people support climate action, widespread underestimation of others' support stalls individual and systemic changes. In this preregistered experiment, we test whether large language models (LLMs) can reliably predict these…

Accurate prediction of suicide risk in mental health patients remains an open problem. Existing methods including clinician judgments have acceptable sensitivity, but yield many false positives. Exploiting administrative data has a great…

We use supervised learning to identify factors that predict the cross-section of returns and maximum drawdown for stocks in the US equity market. Our data run from January 1970 to December 2019 and our analysis includes ordinary least…

Accurate quantification of Gross Primary Production (GPP) is crucial for understanding terrestrial carbon dynamics. It represents the largest atmosphere-to-land CO$_2$ flux, especially significant for forests. Eddy Covariance (EC)…

This article is an introduction to machine learning for financial forecasting, planning and analysis (FP\&A). Machine learning appears well suited to support FP\&A with the highly automated extraction of information from large amounts of…

Random forest (RF) methodology is one of the most popular machine learning techniques for prediction problems. In this article, we discuss some cases where random forests may suffer and propose a novel generalized RF method, namely…