Development and application of machine learning models in US consumer price index forecasting: Analysis of a hybrid approach

This study aims to apply advanced machine-learning models and hybrid approaches to improve the forecasting accuracy of the US Consumer Price Index (CPI). The study examined the performance of LSTM, MARS, XGBoost, LSTM-MARS, and LSTM-XGBoost models using a large time-series data from January 1974 to...

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Veröffentlicht in:Data science in finance and economics 2024, Vol.4 (4), p.469-513
1. Verfasser: Gur, Yunus Emre
Format: Artikel
Sprache:eng
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