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Can Machine Learning Catch Economic Recessions Using Economic and Market Sentiments?

The paper uses machine learning to predict US economic recessions using market sentiment and economic indicators, using the ARIMA method for backcasting.

Featured in No. 14 on 30 Aug 2023 · · 9 citations today

Released
20 Jun 2023
First featured
No. 14 · 30 Aug 2023
Citations (Semantic Scholar)
9
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4553506

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

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