Research projects

Project CEMAPRE internal

TitleMachine learning applications in economics
ParticipantsJoão Bastos (Principal Investigator), Fernando Cascão
SummaryThis project is a follow-up to last year’s project. We will explore novel techniques to uncover
new insights from economic data. One of those techniques will be conformal prediction, which enables
us to quantify the uncertainty in model predictions with statistically valid guarantees. We will
continue to explore the utility of explainable artificial intelligence techniques (XAI) in domains
where "black-box" models are not recommended. Part of this work is done jointly with Fernando
Cascão from the Bank of Portugal, and PhD candidate at ISEG.