Project CEMAPRE internal
Title | Machine learning applications in economics |
Participants | João Bastos (Principal Investigator), Fernando Cascão |
Summary | This 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. |