Forecasting the CPI of Singapore: a machine learning approach

This paper explores the use of machine learning (ML) models in forecasting Singapore Consumer Price Index (CPI). Linear ML models such as LASSO, Ridge, Elastic Net and Support Vector Regression, as well as tree-based ML models such as AdaBoost, Bagged Decision Trees, Gradient Boosted Trees and Rando...

Full description

Bibliographic Details
Main Authors: Lam, Benedict Jun Ze, Goh, Aaron Chang Long, Wong, Brendan Sheng Wei
Other Authors: Wang Wei-Siang
Format: Final Year Project (FYP)
Language:English
Published: Nanyang Technological University 2022
Subjects:
Online Access:https://hdl.handle.net/10356/156507