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This paper contributes a multivariate forecasting comparison between structural models and Machine-Learning-based tools …
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) variables---outnumbering the total time-series observations---and apply machine learning techniques to train, validate, and test …
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(PMI), to improve the short-term forecast of international trade. A horse race between linear regressions and machine-learning … machine-learning algorithms, confirming the linear relationship between trade and its financing through letters of credit …
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Using a unique dataset of 22.5 million news articles from the Dow Jones Newswires Archive, we perform an in depth real-time out-of-sample forecasting comparison study with one of the most widely used data sets in the newer forecasting literature, namely the FRED-MD dataset. Focusing on U.S. GDP,...
Persistent link: https://www.econbiz.de/10012417502
Using a unique dataset of 22.5 million news articles from the Dow Jones Newswires Archive, we perform an in depth real-time out-of-sample forecasting comparison study with one of the most widely used data sets in the newer forecasting literature, namely the FRED-MD dataset. Focusing on U.S. GDP,...
Persistent link: https://www.econbiz.de/10012304069
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