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Macroeconomic Forecasting Using Alternative Data

Macroeconomic Forecasting Using Alternative Data
Techniques for Applying Big Data and Machine Learning

by Apurv Jain

  • Publisher : Academic Press
  • Release : 2020-12-01
  • Pages : 250
  • ISBN : 0128191228
  • Language : En, Es, Fr & De
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Macroeconomic Forecasting Using Alternative Data: Techniques for Applying Big Data and Machine Learning applies computer science to the demands of macroeconomic forecasting. It is the first book to combine machine learning methods with macroeconomics. By using artificial intelligence and machine learning techniques, it unlocks the increased forecasting accuracy offered by alternative data sources. Through its interdisciplinary approach, readers learn how to use big datasets efficiently and effectively. Combines big data/machine learning with macroeconomic forecasting Explains how alternative data improves forecasting accuracy when controlled for traditional data sources Provides new innovative methods for handling large databases and improving forecasting accuracy

Handbook of US Consumer Economics

Handbook of US Consumer Economics
A Book

by Andrew Haughwout,Benjamin Mandel

  • Publisher : Academic Press
  • Release : 2019-08-15
  • Pages : 550
  • ISBN : 0128135247
  • Language : En, Es, Fr & De
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Handbook of U.S. Consumer Economics presents a deep understanding on key, current topics and a primer on the landscape of contemporary research on the U.S. consumer. This volume reveals new insights into household decision-making on consumption and saving, borrowing and investing, portfolio allocation, demand of professional advice, and retirement choices. Nearly 70% of U.S. gross domestic product is devoted to consumption, making an understanding of the consumer a first order issue in macroeconomics. After all, understanding how households played an important role in the boom and bust cycle that led to the financial crisis and recent great recession is a key metric. Introduces household finance by examining consumption and borrowing choices Tackles macro-problems by observing new, original micro-data Looks into the future of consumer spending by using data, not questionnaires

Fintech with Artificial Intelligence, Big Data, and Blockchain

Fintech with Artificial Intelligence, Big Data, and Blockchain
A Book

by Paul Moon Sub Choi

  • Publisher : Springer Nature
  • Release : 2021
  • Pages : 329
  • ISBN : 9813361379
  • Language : En, Es, Fr & De
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A Companion to Economic Forecasting

A Companion to Economic Forecasting
A Book

by Michael P. Clements,David F. Hendry

  • Publisher : John Wiley & Sons
  • Release : 2008-04-15
  • Pages : 616
  • ISBN : 140517191X
  • Language : En, Es, Fr & De
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A Companion to Economic Forecasting provides an accessible and comprehensive account of recent developments in economic forecasting. Each of the chapters has been specially written by an expert in the field, bringing together in a single volume a range of contrasting approaches and views. Uniquely surveying forecasting in a single volume, the Companion provides a comprehensive account of the leading approaches and modeling strategies that are routinely employed.

Macroeconomic Forecasting in the Era of Big Data

Macroeconomic Forecasting in the Era of Big Data
Theory and Practice

by Peter Fuleky

  • Publisher : Springer Nature
  • Release : 2019-11-28
  • Pages : 719
  • ISBN : 3030311503
  • Language : En, Es, Fr & De
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This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships among variables; how to select parsimonious models; how to deal with model uncertainty, instability, non-stationarity, and mixed frequency data; and how to evaluate forecasts, among others. Each chapter is self-contained with references, and provides solid background information, while also reviewing the latest advances in the field. Accordingly, the book offers a valuable resource for researchers, professional forecasters, and students of quantitative economics.

The Book of Alternative Data

The Book of Alternative Data
A Guide for Investors, Traders and Risk Managers

by Alexander Denev,Saeed Amen

  • Publisher : John Wiley & Sons
  • Release : 2020-06-29
  • Pages : 416
  • ISBN : 1119601800
  • Language : En, Es, Fr & De
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The first and only book to systematically address methodologies and processes of leveraging non-traditional information sources in the context of investing and risk management Harnessing non-traditional data sources to generate alpha, analyze markets, and forecast risk is a subject of intense interest for financial professionals. A growing number of regularly-held conferences on alternative data are being established, complemented by an upsurge in new papers on the subject. Alternative data is starting to be steadily incorporated by conventional institutional investors and risk managers throughout the financial world. Methodologies to analyze and extract value from alternative data, guidance on how to source data and integrate data flows within existing systems is currently not treated in literature. Filling this significant gap in knowledge, The Book of Alternative Data is the first and only book to offer a coherent, systematic treatment of the subject. This groundbreaking volume provides readers with a roadmap for navigating the complexities of an array of alternative data sources, and delivers the appropriate techniques to analyze them. The authors—leading experts in financial modeling, machine learning, and quantitative research and analytics—employ a step-by-step approach to guide readers through the dense jungle of generated data. A first-of-its kind treatment of alternative data types, sources, and methodologies, this innovative book: Provides an integrated modeling approach to extract value from multiple types of datasets Treats the processes needed to make alternative data signals operational Helps investors and risk managers rethink how they engage with alternative datasets Features practical use case studies in many different financial markets and real-world techniques Describes how to avoid potential pitfalls and missteps in starting the alternative data journey Explains how to integrate information from different datasets to maximize informational value The Book of Alternative Data is an indispensable resource for anyone wishing to analyze or monetize different non-traditional datasets, including Chief Investment Officers, Chief Risk Officers, risk professionals, investment professionals, traders, economists, and machine learning developers and users.

The Business Review

The Business Review
A Book

by Federal Reserve Bank of Philadelphia

  • Publisher : Unknown Publisher
  • Release : 2002
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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JOUNRAL OF MONETARY ECONOMICS

JOUNRAL OF MONETARY ECONOMICS
A Book

by Anonim

  • Publisher : Unknown Publisher
  • Release : 2003
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Rational Expectations and Macroeconomic Forecasts

Rational Expectations and Macroeconomic Forecasts
A Book

by Victor Zarnowitz

  • Publisher : Unknown Publisher
  • Release : 1983
  • Pages : 48
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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This paper presents extensive results from testing for bias and serially correlated errors in a large collection of quarterly multiperiod predictions from surveys conducted since 1968 by the National Bureau of Economic Research and the American Statistical Association. The tests of the joint null hypothesis that the regressions of actual on predicted values have zero intercepts and unitary slope coefficients are very unfavorable to the expectations of inflation, but they show the forecasts of several other variables in a generally much better light. There have been strong tendencies for the forecasters in this period to underestimate inflation and overestimate real growth.Considerable attention is given to the effects of the sample size--the issue of the power of the tests--and also to the extent and role of autocorrelations among the residual errors from these regressions.Rationality in the sense of efficient use of relevant information implies the absence of systematic elements in series of errors from the forecaster's own predictions, measured strictly in the form in which such errors could have been known at the time of the forecast. The frequencies of significant auto-correlations among errors so measured vary greatly across the forecasts for different variables, being very high for inflation, high for inventory investment and the unemployment rate, and much lower for most of the predictions ofthe other variables covered (rates of change in nominal and real GNP and expenditures on consumer durables). The corresponding tests for the group meanforecasts show much less evidence of serially correlated ex ante errors, except for inflation.

Journal of the American Statistical Association

Journal of the American Statistical Association
A Book

by Anonim

  • Publisher : Unknown Publisher
  • Release : 2005
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Preliminary Data and Econometric Forecasting

Preliminary Data and Econometric Forecasting
An Application with the Bank of Italy Quarterly Model

by Fabio Busetti

  • Publisher : Unknown Publisher
  • Release : 2004
  • Pages : 26
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Working Paper Series

Working Paper Series
A Book

by Anonim

  • Publisher : Unknown Publisher
  • Release : 2001
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Economic & Financial Computing

Economic & Financial Computing
A Book

by Anonim

  • Publisher : Unknown Publisher
  • Release : 1992
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Computer-readable Data Bases

Computer-readable Data Bases
A Book

by Anonim

  • Publisher : Unknown Publisher
  • Release : 1989
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Applied Simulation and Modelling, ASM '86

Applied Simulation and Modelling, ASM '86
A Book

by International Association of Science and Technology for Development

  • Publisher : Anaheim [Calif.] ; Calgary : ACTA Press
  • Release : 1986
  • Pages : 598
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Journal of Business Cycle Measurement and Analysis

Journal of Business Cycle Measurement and Analysis
A Book

by Anonim

  • Publisher : Unknown Publisher
  • Release : 2009
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Macroeconomic Alternatives

Macroeconomic Alternatives
A Book

by Martin Bronfenbrenner

  • Publisher : Harlan Davidson
  • Release : 1979
  • Pages : 354
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Index of Economic Articles in Journals and Collective Volumes

Index of Economic Articles in Journals and Collective Volumes
A Book

by Anonim

  • Publisher : Unknown Publisher
  • Release : 1979
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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JOURNAL OF BUSINESS & ECONOMIC STATISTICS

JOURNAL OF BUSINESS & ECONOMIC STATISTICS
A Book

by Anonim

  • Publisher : Unknown Publisher
  • Release : 1992
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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The American Economist

The American Economist
A Book

by Anonim

  • Publisher : Unknown Publisher
  • Release : 1987
  • Pages : 329
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Some issues include Minutes of the annual convention.