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We develop a framework to nowcast (and forecast) economic variables with machine learning techniques. We explain how machine learning methods can address common shortcomings of traditional OLS-based models and use several machine learning models to predict real output growth with lower forecast...
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this algorithm generates abnormal returns during the test period. Our experiments show that the boosting approach is able …
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penalized regressions and ensemble of models. The nonlinear methods considered in the paper include shallow and deep neural … also consider ensemble and hybrid models by combining ingredients from different alternatives. Tests for superior …
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penalized regressions and ensemble of models. The nonlinear methods considered in the paper include shallow and deep neural … also consider ensemble and hybrid models by combining ingredients from different alternatives. Tests for superior …
Persistent link: https://www.econbiz.de/10012390030