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相关论文: Forecasting CPI inflation under economic policy an…

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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…

统计金融 · 定量金融 2011-03-30 kevin dowd , john cotter

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…

综合经济学 · 经济学 2022-02-18 Oren Barkan , Jonathan Benchimol , Itamar Caspi , Eliya Cohen , Allon Hammer , Noam Koenigstein

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…

计算机与社会 · 计算机科学 2017-10-18 Godwin Ambukege , Godfrey Justo , Joseph Mushi

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…

综合经济学 · 经济学 2023-01-03 Emanuel Kohlscheen

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,…

机器学习 · 计算机科学 2025-03-05 Maya Vilenko

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…

计量经济学 · 经济学 2023-03-30 Maximilian Tschuchnig , Petra Tschuchnig , Cornelia Ferner , Michael Gadermayr

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…

应用统计 · 统计学 2025-05-08 Guy P. Nason , Henry Antonio Palasciano

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…

机器学习 · 计算机科学 2025-11-21 Runsheng Ren , Jing Li , Yanxiu Li , Shixun Huang , Jun Shen , Wanqing Li , John Le , Sheng Wang

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…

计量经济学 · 经济学 2022-03-01 Todd E. Clark , Florian Huber , Gary Koop , Massimiliano Marcellino

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…

统计金融 · 定量金融 2024-03-15 Vasilii Chsherbakov , Ilia Karpov

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…

信号处理 · 电气工程与系统科学 2018-05-15 H. Khodabandehlou , M. Sami Fadali

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…

计量经济学 · 经济学 2025-02-10 Yanhao , Wei , Zhenling Jiang

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…

无序系统与神经网络 · 物理学 2007-05-23 Filippo Castiglione

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…

计量经济学 · 经济学 2024-04-09 Philippe Goulet Coulombe , Karin Klieber , Christophe Barrette , Maximilian Goebel

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…

机器学习 · 计算机科学 2021-05-10 Björn Lütjens , Catherine H. Crawford , Mark Veillette , Dava Newman

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…

统计金融 · 定量金融 2025-01-24 Ramin Mousa , Meysam Afrookhteh , Hooman Khaloo , Amir Ali Bengari , Gholamreza Heidary

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…

统计金融 · 定量金融 2022-12-13 Alireza Jafari , Saman Haratizadeh

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.…

计算机视觉与模式识别 · 计算机科学 2020-09-24 Yijun Zhou , James Gregson

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…

机器学习 · 计算机科学 2023-07-18 Madhurima Panja , Tanujit Chakraborty , Uttam Kumar , Nan Liu

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…

种群与进化 · 定量生物学 2023-01-25 Madhurima Panja , Tanujit Chakraborty , Sk Shahid Nadim , Indrajit Ghosh , Uttam Kumar , Nan Liu
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