Forecasting

Wu, N., Green, B., Ben, X., & O’Banion, S. (2020). Deep transformer models for time series forecasting: The influenza prevalence case. In arXiv. https://arxiv.org/abs/2001.08317 Lim, B., Arık, S., Loeff, N., & Pfister, T.

Cao, S. S., Jiang, W., Yang, B., & Zhang, A. (2020). How to Talk When a Machine is Listening: Corporate Disclosure in the Age of AI. SSRN Electronic Journal. https://doi.org/10.2139/ssrn.3683802 https://www.

Traditional time series econometric forecasting methods often provide poor macro forecasts. Machine learning methods provide an alternative to traditional forecasting techniques. This post provides an ongoing collections of methods and applied works of the related topics.