This article presents a comprehensive study on developing a predictive product pricing model using LightGBM, a machine learning method optimized for regression challenges in situations with limited historical data. It begins by detailing the core principles of LightGBM, including decision trees,...

This paper presents the updated macroprudential stress test for the euro area banking system, comprising around 100 of the largest euro area credit institutions across 19 countries. The approach involves modelling banks' reactions to changing economic conditions. It also examines the effects of...

Im Rahmen eines Forschungsvorhabens für das BMWK hat die GWS zusammen mit Prognos die gesamtwirtschaftlichen Effekte von Klimaschutzmaßnahmen berechnet. Die direkten Wirkungen der Maßnahmen im Energiebereich sind in bottom-up Modellen der Prognos AG ermittelt worden. Die...