Forecasting Sovereign Risk in the Euro Area Via Machine Learning

Guillaume Belly,Lukas Boeckelmann, Carlos Mateo Caicedo Graciano,Alberto Di Iorio,Klodiana Istrefi,Vasileios Siakoulis,Arthur Stalla-Bourdillon

SSRN Electronic Journal（2021）

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artificial neural networks,Euro area,forecasting,Google Trends,machine learning,random forests,sovereign risk,support vector machines,text mining,XGBOOST

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