Macroeconomic forecasting with echo state networks

• Main Author: Zhou, Qinghe
• Other Authors: Juan-Pablo Ortega Lahuerta
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2024
• Subjects: Mathematical Sciences; Social Sciences; Echo state network; GDP forecasting
• Online Access: https://hdl.handle.net/10356/175640
• Institution: Nanyang Technological University

Forecasting macroeconomic indicators plays a crucial role in economic planning and policy formulation. With the increasing availability of large datasets, there has been a surge in interest towards employing sophisticated forecasting models. This paper explores the performance of Echo State Networ...