国际货币基金组织:预测货币基金组织支助的方案:机器学习方法(英文版)
国际货币基金组织:预测货币基金组织支助的方案:机器学习方法(英文版).pdf |
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This study applies state-of-the-art machine learning (ML) techniques to forecast IMF-supported programs, analyzes the ML prediction results relative to traditional econometric approaches, explores non-linear relationships among predictors indicative of IMF-supported programs, and evaluates model robustness with regard to different feature sets and time periods. ML models consistently outperform traditional methods in outof-sample prediction of new IMF-supported arrangements with key predi
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