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The Test of Time

A platform to monitor model performance out-of-sample.

Latest Models

Goulet Coulombe et al. (2024) design an ML algorithm to extract the underlying trend of core inflation. Spotlight: one of the proposed algorithms is fed with a feature matrix that has the original predictors transformed into rank-space.
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     Created by: Philippe Goulet Coulombe, Evelyne Brie and Maximilian Göbel