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Record W7135577088

Prediction of Czech GDP using mixed-frequency machine learning models

2023· dissertation· en· W7135577088 on OpenAlexaboutno aff
Ivan Kotlan

Bibliographic record

VenueDigital Repository (National Repository of Grey Literature) · 2023
Typedissertation
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsCzechRidgeProxy (statistics)Random forestQuarter (Canadian coin)Predictive modellingFeature selection
DOInot available

Abstract

fetched live from OpenAlex

The goal of this study is first to provide superior predictions of Czech GDP growth to the o cial estimates of the Czech Statistical O ce and the proxy estimation of the Czech National Bank. Secondly, to expand the literature that focuses on machine-learning predictions that utilizes data with various sampling frequency. Although in the first goal, this thesis did not succeed as all models, namely Ridge and Random Forest, failed to beat the predictions of o cial institutes, the thesis contributes to the yet scarce literature on mixed-frequency machine-learning prediction. Since no machine-learning model accounts for data with various frequencies, the thesis shows how to transform variables so that any machine-learning model can utilize them. Furthermore, di erent dataset modifications are explored, such as the prediction time: end of the reference quarter (nowcast) and 40 days after the reference quarter (backcast), standardized and non-standardized datasets. And finally, for the superior Ridge model, the e ect of so-called high-frequency variables (sampled every week) is explored. While Random Forest showed little e ect by using di erent versions of the dataset, in the case of the Ridge model, the type of dataset had a significant e ect. While the non-standardized Ridge produces better overall...

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.013
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch, Meta-epidemiology (narrow), Scholarly communication
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Bench or experimental · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.354
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.013
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.002
Science and technology studies0.0010.000
Scholarly communication0.0010.002
Open science0.0010.000
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.098
GPT teacher head0.347
Teacher spread0.249 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designBench or experimental
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2023
Admission routes1
Has abstractyes

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