相关论文: What does machine learning say about the drivers o…
With present and future observations becoming of higher and higher quality, it is timely and necessary to investigate the most significant theoretical uncertainties in the predictions of inflation. We show that our ignorance of the entire…
Accurate demand forecasting in the retail industry is a critical determinant of financial performance and supply chain efficiency. As global markets become increasingly interconnected, businesses are turning towards advanced prediction…
This paper studies whether a small set of dominant countries can account for most of the dynamics of regional oil demand and improve forecasting performance. We focus on dominant drivers within the OECD and a broad GVAR sample covering over…
Forecasting the movements of stock prices is one the most challenging problems in financial markets analysis. In this paper, we use Machine Learning (ML) algorithms for the prediction of future price movements using limit order book data.…
Inflation is one of the most important economic indicators closely watched by both public institutions and private agents. This study compares the performance of a traditional econometric model, Mixed Data Sampling regression, with one of…
The preceding three decades have seen the emergence, rise, and proliferation of machine learning (ML). From half-recognised beginnings in perceptrons, neural nets, and decision trees, algorithms that extract correlations (that is, patterns)…
Superconductors have been among the most fascinating substances, as the fundamental concept of superconductivity as well as the correlation of critical temperature and superconductive materials have been the focus of extensive investigation…
Scanner big data has potential to construct Consumer Price Index (CPI). This work utilizes the scanner data of supermarket retail sales, which are provided by China Ant Business Alliance (CAA), to construct the Scanner-data Food Consumer…
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.…
Machine learning is the study of computer algorithms that can automatically improve based on data and experience. Machine learning algorithms build a model from sample data, called training data, to make predictions or judgments without…
Understanding regional Consumer Price Index (CPI) dynamics is essential for timely and effective economic policymaking. However, traditional modeling procedures typically rely only on parametric panel modeling with low-frequency and…
A new family of inflationary models is introduced and analysed. The behaviour of the parameters characterising the models suggest preferred values, which generate the most interesting testable predictions. Results are further improved if…
This paper surveys the empirical literature of inflation targeting. The main findings from our review are the following: there is robust empirical evidence that larger and more developed countries are more likely to adopt the IT regime; the…
After Planck 2013, a broad class of inflationary models called \alpha-attractors was developed which has universal observational predictions. For small values of the parameter \alpha, the models have good consistency with the recent CMB…
Machine learning predictions are typically interpreted as the sum of contributions of predictors. Yet, each out-of-sample prediction can also be expressed as a linear combination of in-sample values of the predicted variable, with weights…
Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…
Macroeconomic factors have a critical impact on banking credit risk, which cannot be directly controlled by banks, and therefore, there is a need for an early credit risk warning system based on the macroeconomy. By comparing different…
The most recent concern of all people on Earth is the increase in the concentration of greenhouse gas in the atmosphere. The concentration of these gases has risen rapidly over the last century and if the trend continues it can cause many…
The inflationary paradigm is extremely successful regarding predictions of temperature anisotropies in the CMB. However, inflation also makes predictions for a CMB B-mode polarization, which has not been detected. Moreover, the standard…
The prominent inequality of wealth and income is a huge concern especially in the United States. The likelihood of diminishing poverty is one valid reason to reduce the world's surging level of economic inequality. The principle of…