Macroeconomics forecasting using machine learning: an application to Italian industrial production
Berrettoni, Leonardo (A.A. 2021/2022) Macroeconomics forecasting using machine learning: an application to Italian industrial production. Tesi di Laurea in Data analysis for business, Luiss Guido Carli, relatore Francesco Iafrate, pp. 44. [Bachelor's Degree Thesis]
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Abstract/Index
Dataset. Significant relations. Stationarity. Reprocessing. Dealing with missing data. Feature selection. New sub dataset. Forecasting model. Rolling cross-validation. Seasonal autoregressive integrated moving average (SARIMA) model. eXtreme gradient boosting. Elastic net. Results. Sensitivity analysis.
References
Bibliografia: pp. 41-44.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Management (L-18) |
| Chair: | Data analysis for business |
| Thesis Supervisor: | Iafrate, Francesco |
| Academic Year: | 2021/2022 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 21 Apr 2023 10:13 |
| Last Modified: | 21 Apr 2023 10:13 |
| URI: | https://tesi.luiss.it/id/eprint/35700 |
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