shape. Concerning forecasting phase, academics should approach a more plausible way in order to think a nonlinear shape of … the projected mortality rates. Therefore, we propose an alternative approach the ARIMA processes based on a deep learning …

In this paper we survey the most recent advances in supervised machine learning and highdimensional models for time … series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention to … predictive ability are brie y reviewed. Finally, we discuss application of machine learning in economics and finance and provide …