significantly in 2021. Inflation jumped to levels not seen for 40 years in the EU. Our study aims to use artificial intelligence to … forecast inflation. We also use artificial intelligence to forecast stock index changes. Based on the forecasts, we propose … portfolio reallocation decisions to protect against inflation. The forecasting literature does not address the importance of …

-time data (1964Q2:2020Q3) for 8 macroeconomic time series (GDP, inflation, federal funds rate, spread, consumption, investment … including them in a weighted average. Especially, ANNbased inflation forecasts improve other predictions by up to 50%. These …