Andreas Joseph

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Machine Learning at Central Banks

Bank of England Working Paper No. 674
Number of pages: 89 Posted: 06 Sep 2017
Chiranjit Chakraborty and Andreas Joseph
Bank of England and Bank of England
Downloads 412 (69,358)
Citation 8

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Machine learning, artificial intelligence, big data, econometrics, forecasting, inflation, financial markets, banking supervision, financial technology

2.

Gauging Market Dynamics Using Trade Repository Data: The Case of the Swiss Franc De-Pegging

Bank of England Financial Stability Paper No. 41
Number of pages: 40 Posted: 10 Jan 2017
Olga Cielinska, Andreas Joseph, Ujwal Shreyas, John Tanner and Michalis Vasios
Bank of England, Bank of England, Bank of England, Bank of England and Norges Bank Investment Management (NBIM)
Downloads 84 (292,686)
Citation 7

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Market Microstructure, FX Derivatives, Swiss Franc, EMIR, Trade Reporting

3.

Shapley Regressions: A Framework for Statistical Inference on Machine Learning Models

Bank of England Working Paper No. 784 (2019)
Number of pages: 48 Posted: 13 Mar 2019
Andreas Joseph
Bank of England
Downloads 13 (556,134)

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machine learning, statistical inference, Shapley values, numerical simulations, macroeconomics, time series