Yield curve and recession forecasting in a Machine Learning framework
Periklis Gogas, Theophilos Papadimitriou, Maria Matthaiou, Efthymia Chrysanthidou
| Year of publication: |
April 2015
|
|---|---|
| Authors: | Gkonkas, Periklēs ; Papadimitriou, Theophilos ; Matthaiou, Maria ; Chrysanthidou, Efthymia |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 45.2015, 4, p. 635-645
|
| Subject: | Yield curve | Machine learning | SVM | Forecasting | GDP | Recession | Künstliche Intelligenz | Artificial intelligence | Zinsstruktur | Prognoseverfahren | Forecasting model | Konjunktur | Business cycle | Bruttoinlandsprodukt | Gross domestic product | Frühindikator | Leading indicator | Wirtschaftsprognose | Economic forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-014-9432-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011440977