thirtyoneone / Call-Money-Rate-forecasting

I attempt to forecast the call money market rates in India using different techniques including ARIMA, ANNs, LSTMs

Call-Money-Rate-forecasting

I attempt to forecast the weekly call money market rates in India using different techniques including ARIMA, ANNs, LSTMs

Reference

1. Patrap, B., & Sengupta, S. (2019). Macroeconomic Forecasting in India: Does Machine Learning Hold the Key to Better Forecasts?. RBI Working Paper Series.