Forecasting sovereign risk in the euro area via machine learning
Guillaume Belly, Lukas Boeckelmann, Carlos Mateo Caicedo Graciano, Alberto Di Iorio, Klodiana Istrefi, Vasileios Siakoulis, Arthur Stalla-Bourdillon
| Year of publication: |
2023
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|---|---|
| Authors: | Belly, Guillaume ; Boeckelmann, Lukas ; Caicedo Graciano, Carlos Mateo ; Di Iorio, Alberto ; Istrefi, Klodiana ; Siakoulis, Vasileios ; Stalla-Bourdillon, Arthur |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 3, p. 657-684
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| Subject: | artificial neural networks | Euro area | forecasting | Google Trends | machine learning | random forests | sovereign risk | support vector machines | text mining | XGBOOST | Künstliche Intelligenz | Artificial intelligence | Neuronale Netze | Neural networks | Eurozone | Länderrisiko | Country risk | Prognoseverfahren | Forecasting model | Mustererkennung | Pattern recognition | EU-Staaten | EU countries | Prognose | Forecast | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2938 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014292224