Bolivar, Osmar - In: Latin American journal of central banking : LAJCB 7 (2026) 1, pp. 1-20
This study introduces a novel two-step machine learning methodology to generate high-frequency (daily and weekly … inputs for training machine learning models. In the second step, various feature selection techniques are evaluated and … multiple machine learning algorithms are rigorously fine-tuned via hyperparameter optimization. Through systematic evaluation …