This paper surveys the recent advances in machine learning method for economic forecasting. The survey covers the following topics: nowcasting, textual data, panel and tensor data, high-dimensional Granger causality tests, time series cross-validation, classification with economic losses.
翻译:本文综述了机器学习方法在经济预测中的最新进展。本综述涵盖以下主题:即时预测、文本数据、面板数据与张量数据、高维格兰杰因果检验、时间序列交叉验证以及带经济损失的分类。