Guillaume Belly

Banque de France

Paris

France

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Forecasting Sovereign Risk in the Euro Area via Machine Learning

Number of pages: 46 Posted: 30 Nov 2021 Last Revised: 28 Nov 2022
Guillaume Belly, Boeckelmann Lukas, Carlos Mateo Caicedo Graciano, Alberto Di Iorio, Klodiana Istrefi, Vasileios Siakoulis and Arthur Stalla-Bourdillon
Banque de France, Banque de France, Banque de France, Bank of Italy, Banque de France, Bank of Greece and Banque de France
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Sovereign Risk, Machine Learning, forecasting, euro area, Google Trends, Text Mining, XGBOOST, Support Vector Machines, Neural Networks, Random Forests.