The effectiveness of applying machine learning to forecast the Singapore economy

• المؤلفون الرئيسيون: Foo, Benedict, Koh, Deng Yao, Tan, Juan Pang
• مؤلفون آخرون: Wang Wenjie
• التنسيق: Final Year Project
• اللغة: English
• منشور في: Nanyang Technological University 2021
• الموضوعات: Social sciences::Economic theory
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/152966
• المؤسسة: Nanyang Technological University

This paper applies novel machine learning methods to high-dimensional macroeconomic data from Singapore. Our data consists of 220 monthly time series which captures the macroeconomy of Singapore from various aspects such as output, retail and trade, price indices and others. Our machine learning met...