A Normalized Global Economic Policy Uncertainty Index from Unsupervised Machine Learning
In this work, we integrate the conventional unsupervised machine learning algorithm—the Principal Component Analysis (PCA) with the Random Matrix Theory to propose a novel global economic policy uncertainty (GPEU) index that accommodates global economic policy fluctuations. An application of the Ran...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-07-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/11/15/3268 |