The effectiveness of applying machine learning to forecast the Singapore economy

• Main Authors: Foo, Benedict, Koh, Deng Yao, Tan, Juan Pang
• Other Authors: Wang Wenjie
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2021
• Subjects: Social sciences::Economic theory
• Online Access: https://hdl.handle.net/10356/152966
• Institution: 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...