About The Project
This repository provides Python codes to perform all the calculations in the paper : Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth
Pre-requisites
List of Python Files
| Filename | Description | ||||
|---|---|---|---|---|---|
forecast_GDP_midas.py |
to forecast GDP growth with MIDAS | ||||
forecast_GDP_v2.py |
to forecast GDP growth with ML and DL methods | ||||
my_algorithms_v2.py |
to implement all the ML and DL algorithms described in the paper | ||||
forecast_GDP_v2.ipynb |
to do all data preprocessing and transformation and to forecast GDP growth using |
||||
graphs_rev1.ipynb |
to plot all graphs in the paper |
License
Distributed under the MIT License. See LICENSE.txt for more information.
Contact
Ba Chu - ba.chu@carleton.ca
Project Link: https://github.com/wave1122/horserace1