Reservoir computing for macroeconomic forecasting with mixed frequency data

Giovanni Ballarin, Petros Dellaportas, Lyudmila Grigoryeva, Marcel Hirt, Sophie van Huellen, Juan-Pablo Ortega
June, 2024
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Type
Journal article
Publication
In International Journal of Forecasting
Marcel Hirt
Research Fellow

My research interests include machine learning, computational statistics and probabilistic modeling.