Forecasting the CPI of Singapore: a machine learning approach
This paper explores the use of machine learning (ML) models in forecasting Singapore Consumer Price Index (CPI). Linear ML models such as LASSO, Ridge, Elastic Net and Support Vector Regression, as well as tree-based ML models such as AdaBoost, Bagged Decision Trees, Gradient Boosted Trees and Rando...
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Main Authors: | Lam, Benedict Jun Ze, Goh, Aaron Chang Long, Wong, Brendan Sheng Wei |
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Other Authors: | Wang Wei-Siang |
Format: | Final Year Project |
Language: | English |
Published: |
Nanyang Technological University
2022
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Online Access: | https://hdl.handle.net/10356/156507 |
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Institution: | Nanyang Technological University |
Language: | English |
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