相关论文: What does machine learning say about the drivers o…
Using high-quality nation-wide social security data combined with machine learning tools, we develop predictive models of income support receipt intensities for any payment enrolee in the Australian social security system between 2014 and…
We compare forecasts of United States inflation from the Survey of Professional Forecasters (SPF) to predictions made by simple statistical techniques. In nowcasting, economic expertise is persuasive. When projecting beyond the current…
Researchers now routinely use AI or other machine learning methods to estimate latent variables of economic interest, then plug-in the estimates as covariates in a regression. We show both theoretically and empirically that naively treating…
Studies of the initial conditions for inflation have conflicting predictions from exponential suppression to inevitability. At the level of phase space, this conflict arises from the competing intuitions of CPT invariance and…
We build a 167-indicator comprehensive credit risk indicator set, integrating macro, corporate financial, bond-specific indicators, and for the first time, 30 large-scale corporate non-financial indicators. We use seven machine learning…
The problem of identifying the phase of a given system for a certain value of the temperature can be reformulated as a classification problem in Machine Learning. Taking as a prototype the Ising model and using the Support Vector Machine as…
Determining changes in global temperature and precipitation that may indicate climate change is complicated by annual variations. One approach for finding potential climate change indicators is to train a model that predicts the year from…
The uncertainties in future Bitcoin price make it difficult to accurately predict the price of Bitcoin. Accurately predicting the price for Bitcoin is therefore important for decision-making process of investors and market players in the…
We describe a method to identify poor households in data-scarce countries by leveraging information contained in nationally representative household surveys. It employs standard statistical learning techniques---cross-validation and…
In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…
As a quantitative characterization of the complicated economy, Macroeconomic Variables (MEVs), including GDP, inflation, unemployment, income, spending, interest rate, etc., are playing a crucial role in banks' portfolio management and…
In this paper, we present a comprehensive analysis of extreme temperature patterns using emerging statistical machine learning techniques. Our research focuses on exploring and comparing the effectiveness of various statistical models for…
Clinical researchers often select among and evaluate risk prediction models using standard machine learning metrics based on confusion matrices. However, if these models are used to allocate interventions to patients, standard metrics…
In this talk I will review the present status of inflationary cosmology and its emergence as the basic paradigm behind the Standard Cosmological Model, with parameters determined today at better than 10% level from CMB and LSS observations.…
The literature on using yield curves to forecast recessions customarily uses 10-year--three-month Treasury yield spread without verification on the pair selection. This study investigates whether the predictive ability of spread can be…
Sovereign credit ratings summarize the creditworthiness of countries. These ratings have a large influence on the economy and the yields at which governments can issue new debt. This paper investigates the use of a Multilayer Perceptron…
Crop yield prediction typically involves the utilization of either theory-driven process-based crop growth models, which have proven to be difficult to calibrate for local conditions, or data-driven machine learning methods, which are known…
Using an analog of the boundary element method in engineering and science, we analyze and model unemployment rate in Austria, Italy, the Netherlands, Sweden, Switzerland, and the United States as a function of inflation and the change in…
We review the constraints that the recently released Cosmic Microwave Background (CMB) Planck data put on inflation and we argue that single field slow-roll inflationary scenarios (with minimal kinetic term) are favored. Then, within this…
Recent achievements in machine learning (Ml) have had a significant impact on various fields, including climate science. Climate modeling is very important and plays a crucial role in shaping the decisions of governments and individuals in…