Andreas Joseph

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

509

CITATIONS
Rank 31,520

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Top 31,520

in Total Papers Citations

12

Scholarly Papers (3)

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

Abstract:

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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
Bank of England, Bank of England, Bank of England, Bank of England and Norges Bank Investment Management (NBIM)
Downloads 84 (292,686)
Citation 7

Abstract:

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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)

Abstract:

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