The Structure of a Machine-Built Global Macro Forecasting System

摘要

Automated macroeconomic forecasting systems are not unusual today and some are seen as a good fit for global macro hedge funds. Any new approach in building these models is. therefore, followed with great curiosity. Jiaqi Chen and Michael Tindall of the Federal Reserve Bank of Dallas, in an interview with Institutional Investor Journals, describe their one-of-a-kind approach in creating their own machine-built forecasting system.