Sweden’s central bank, the Riksbank, is embracing a transformative shift in economic forecasting, as recent findings from its Monetary Policy Department reveal that artificial intelligence (AI)-based ...
We introduce the performance-based Shapley value (PBSV) to measure the contributions of individual predictors to the out-of-sample loss for time-series forecasting models. Our new metric allows a ...
Recent advances in AI, such as foundation models, make it possible for smaller companies to build custom models to make predictions, reduce uncertainty, and gain business advantage. Time series ...
In the evolving ecosystem of prediction markets, Kalshi Inc. has quickly emerged as a significant force, recently highlighting research that positions its platform as a potentially superior tool for ...
Costas Milas has received in the past funding by the Bank of England to work, as the principal investigator, on the project Liquidity and Output Growth in the UK. Costas Milas has received in the past ...