no code implementations • 8 Apr 2024 • Philippe Goulet Coulombe, Karin Klieber, Christophe Barrette, Maximilian Goebel
Timely monetary policy decision-making requires timely core inflation measures.
no code implementations • 8 Jun 2023 • Philippe Goulet Coulombe, Maximilian Goebel
We develop a collaborative machine learning algorithm that optimizes portfolio weights so that the resulting synthetic security is maximally predictable.
1 code implementation • 21 Jun 2022 • Francis X. Diebold, Maximilian Goebel, Philippe Goulet Coulombe
We use "glide charts" (plots of sequences of root mean squared forecast errors as the target date is approached) to evaluate and compare fixed-target forecasts of Arctic sea ice.
no code implementations • 8 Mar 2022 • Francis X. Diebold, Glenn D. Rudebusch, Maximilian Goebel, Philippe Goulet Coulombe, Boyuan Zhang
Rapidly diminishing Arctic summer sea ice is a strong signal of the pace of global climate change.