Burger, Csaba; Berndt, Mihály - 2023
. This paper implements an outlier-based error-spotting algorithm using gradient boosting, and presents a blueprint for the … Bank of Hungary (MNB), and introduces a set of synthetic error types to test its hypotheses. The paper shows that gradient … boosting is not materially impacted by the choice of the imputation method, hence, replacement with a constant, the …