Machine learning at central banks
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- Bholat, David & Brookes, James & Cai, Chris & Grundy, Katy & Lund, Jakob, 2017. "Sending firm messages: text mining letters from PRA supervisors to banks and building societies they regulate," Bank of England working papers 688, Bank of England.
More about this item
KeywordsMachine learning; artificial intelligence; big data; econometrics; forecasting; inflation; financial markets; banking supervision; financial technology;
- A12 - General Economics and Teaching - - General Economics - - - Relation of Economics to Other Disciplines
- A33 - General Economics and Teaching - - Multisubject Collective Works - - - Handbooks
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C54 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Quantitative Policy Modeling
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- Y20 - Miscellaneous Categories - - Introductions and Prefaces - - - Introductions and Prefaces
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-09-10 (All new papers)
- NEP-BIG-2017-09-10 (Big Data)
- NEP-CBA-2017-09-10 (Central Banking)
- NEP-CMP-2017-09-10 (Computational Economics)
- NEP-ECM-2017-09-10 (Econometrics)
- NEP-MAC-2017-09-10 (Macroeconomics)
- NEP-MON-2017-09-10 (Monetary Economics)
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