相关论文: Forecasting CPI inflation under economic policy an…
This paper proposes the use of wavelet methods to estimate U.S. core inflation. It explains wavelet methods and suggests they are ideally suited to this task. Comparisons are made with traditional CPI-based and regression-based measures for…
We present a hierarchical architecture based on Recurrent Neural Networks (RNNs) for predicting disaggregated inflation components of the Consumer Price Index (CPI). While the majority of existing research is focused mainly on predicting…
Economic indicators such as Consumer Price Index (CPI) have frequently used in predicting future economic wealth for financial policy makers of respective country. Most central banks, on guidelines of research studies, have recently adopted…
This paper examines the drivers of CPI inflation through the lens of a simple, but computationally intensive machine learning technique. More specifically, it predicts inflation across 20 advanced countries between 2000 and 2021, relying on…
Inflation prediction guides decisions on interest rates, investments, and wages, playing a key role in economic stability. Yet accurate forecasting is challenging due to dynamic factors and the layered structure of the Consumer Price Index,…
Inflation is a major determinant for allocation decisions and its forecast is a fundamental aim of governments and central banks. However, forecasting inflation is not a trivial task, as its prediction relies on low frequency, highly…
This article forecasts CPI inflation in the United Kingdom using Random Generalised Network Autoregressive (RaGNAR) Processes. More specifically, we fit Generalised Network Autoregressive (GNAR) Processes to a large set of random networks…
Accurately forecasting carbon prices is essential for informed energy market decision-making, guiding sustainable energy planning, and supporting effective decarbonization strategies. However, it remains challenging due to structural breaks…
The relationship between inflation and predictors such as unemployment is potentially nonlinear with a strength that varies over time, and prediction errors error may be subject to large, asymmetric shocks. Inspired by these concerns, we…
Inflation is one of the most important macroeconomic indicators that have a great impact on the population of any country and region. Inflation is influenced by range of factors, one of which is inflation expectations. Many central banks…
In this study, we use a wavelet neural network with a feedforward component and a model predictive controller for online nonlinear system identification over a communication network. The wavelet neural network (WNN) performs the online…
We study an alternative use of machine learning. We train neural nets to provide the parameter estimate of a given (structural) econometric model, for example, discrete choice or consumer search. Training examples consist of datasets…
Financial forecasting is a difficult task due to the intrinsic complexity of the financial system. In the present paper we relate our experience using neural nets as financial time series forecast method. In particular we show that a neural…
Timely monetary policy decision-making requires timely core inflation measures. We create a new core inflation series that is explicitly designed to succeed at that goal. Precisely, we introduce the Assemblage Regression, a generalized…
Climate models project an uncertainty range of possible warming scenarios from 1.5 to 5 degree Celsius global temperature increase until 2100, according to the CMIP6 model ensemble. Climate risk management and infrastructure adaptation…
Digital currencies have become popular in the last decade due to their non-dependency and decentralized nature. The price of these currencies has seen a lot of fluctuations at times, which has increased the need for prediction. As their…
Market prediction plays a major role in supporting financial decisions. An emerging approach in this domain is to use graphical modeling and analysis to for prediction of next market index fluctuations. One important question in this domain…
We present an end-to-end head-pose estimation network designed to predict Euler angles through the full range head yaws from a single RGB image. Existing methods perform well for frontal views but few target head pose from all viewpoints.…
Infectious diseases remain among the top contributors to human illness and death worldwide, among which many diseases produce epidemic waves of infection. The unavailability of specific drugs and ready-to-use vaccines to prevent most of…
Dengue fever is a virulent disease spreading over 100 tropical and subtropical countries in Africa, the Americas, and Asia. This arboviral disease affects around 400 million people globally, severely distressing the healthcare systems. The…