This paper develops new bridge models to forecast the quarterly GDP growth in France in the short run. We only use data from business survey in the French industry, services and construction. Two alternative methods are considered. The first one relies on the GETS algorithm applied to blocks of...

This report presents and proposes several methods to improve the capacity of generalization of the learning algorithms in a context of financial decision-making. These methods, overall, aim at controlling the capacity of the learning algorithms in order to limit the problem of the over-training,...