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RePEcRisk, Credit & Banking

Mixed-frequency ML for weekly claims

A new method combining mixed-data sampling and machine learning, using Google Trends data, enhances the accuracy of predicting weekly unemployment insurance claims, especially during the COVID-19 crisis.

Featured in No. 7 on 12 Jul 2023 · on release day

Released
12 Jul 2023
First featured
No. 7 · 12 Jul 2023
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
RePEc:eee:intfor:v:39:y:2023:i:3:p:1122-1144

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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