Nowcasting and Forecasting for Thailand's Macroeconomic Cycles Using Machine Learning Algorithms.
Chukiat ChaiboonsriSatawat WannapanPublished in: IUKM (2020)
Keyphrases
- machine learning algorithms
- exchange rate
- benchmark data sets
- stock market
- learning algorithm
- financial time series
- stock exchange
- short term
- machine learning
- decision trees
- learning problems
- predictive accuracy
- machine learning methods
- machine learning approaches
- machine learning systems
- random forests
- learning tasks
- input features
- transfer learning
- long term
- machine learning models
- financial data
- standard machine learning algorithms
- supervised learning algorithms
- multiclass classification
- learning models
- active learning