Reservoir Computing for Macroeconomic Modelling

Reservoir Computing for Macroeconomic Modelling

The project contributes to the existing research on finance-macro linkages by investigating whether new techniques in machine learning, namely reservoir computing, can be applied in a novel way toi mprove macroeconomic modelling. The research team consists of Petros Dellaportas (PI), Sophie Van Huellen (co-PI), Juan-Pablo Ortega and Lyudmila Grigoryeva. It is funded by EPRC.