A new research paper shows the approach performs significantly better than the random-walk forecasting method.

Carbon price forecasting plays a pivotal role in informing environmental policy, guiding investment decisions and underpinning the transition to a low‐carbon economy. Recent advances have seen the ...

A recent study, “Picking Winners in Factorland: A Machine Learning Approach to Predicting Factor Returns,” set out to answer a critical question: Can machine learning techniques improve the prediction ...

Forecasting inflation has become a major challenge for central banks since 2020, due to supply chain disruptions and economic uncertainty post-pandemic. Machine learning models can improve forecasting ...