BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//AMSE//Event Calendar//FR
CALSCALE:GREGORIAN
METHOD:PUBLISH
BEGIN:VEVENT
UID:event-8399@www.amse-aixmarseille.fr
DTSTAMP:20260831T201356Z
CREATED:20260831T201356Z
LAST-MODIFIED:20260831T201356Z
STATUS:CONFIRMED
SEQUENCE:0
SUMMARY:Big data and econometrics seminar - Philippe Goulet Coulombe
DTSTART:20211012T120000Z
DTEND:20211012T133000Z
DESCRIPTION:Based on evidence gathered from a newly built large macroeconom
 ic dataset (MD) for the UK\, labelled UK-MD and comparable to similar datas
 ets for the United States and Canada\, it seems the most promising avenue f
 or forecasting during the pandemic is to allow for general forms of nonline
 arity by using machine learning (ML) methods. But not all nonlinear ML meth
 ods are alike. For instance\, some do not allow to extrapolate (like regula
 r trees and forests) and some do (when complemented with linear dynamic com
 ponents). This and other crucial aspects of ML-based forecasting in unprece
 dented times are studied in an extensive pseudo-out-of-sample exercise.\\n\
 \nContact: Michel Lubrano : michel.lubrano[at]univ-amu.frPierre Michel : p
 ierre.michel[at]univ-amu.fr\n\nPlus d'informations: https://www.amse-aixmar
 seille.fr/fr/evenements/philippe-goulet-coulombe-0
LOCATION:Îlot Bernard du Bois - Salle 21\, AMU - AMSE\, 5-9 boulevard Maur
 ice Bourdet\, 13001 Marseille
URL;VALUE=URI:https://www.amse-aixmarseille.fr/fr/evenements/philippe-goulet-coulombe-0
CONTACT:Michel Lubrano : michel.lubrano[at]univ-amu.frPierre Michel :&nbsp\
 ;pierre.michel[at]univ-amu.fr
TRANSP:OPAQUE
END:VEVENT
END:VCALENDAR