Reservoir computing for macroeconomic forecasting with mixed frequency data

Giovanni Ballarin, Petros Dellaportas, Lyudmila Grigoryeva, Marcel Hirt, Sophie van Huellen, Juan-Pablo Ortega
June, 2023
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Type
Preprint
Publication
In arXiv preprint arXiv:2211.00363
Marcel Hirt
Research Fellow

My research interests include machine learning, computational statistics and probabilistic modeling.