Algorithmic modelling of financial conditions for macro predictive purposes : pilot application to USA data
Year of publication: |
2022
|
---|---|
Authors: | Qin, Duo ; Van Huellen, Sophie ; Wang, Qing Chao ; Moraitis, Thanos |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 10.2022, 2, Art.-No. 22, p. 1-22
|
Subject: | leading indicator | concatenation | forecasting | composite measurement | feature selection | dimensionality reduction | USA | United States | Prognoseverfahren | Forecasting model | Wirtschaftsindikator | Economic indicator | Frühindikator | Leading indicator |
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