Empirical analysis of macroeconomic data using machine learning methods

• المؤلفون الرئيسيون: Lee, Raynor Shang Ze, Seah, Kendrick, Ho, Spencer Choon Hooi
• مؤلفون آخرون: Wang Wenjie
• التنسيق: Final Year Project
• اللغة: English
• منشور في: Nanyang Technological University 2022
• الموضوعات: Social sciences::Economic theory::Macroeconomics; Social sciences::Economic theory::Public finance; Business::General::Economic and business aspects
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/162548
• المؤسسة: Nanyang Technological University

Motivated by existing economic literature on applying machine learning methods to forecast highdimensional macroeconomic data, we endeavoured to apply these methodologies and models on data from Singapore and contribute to the lacking research in this area. Collecting data from multiple government o...