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The Yield Curve as a Recession Leading Indicator. An Application for Gradient Boosting and Random Forest
Cadahia Delgado, Pedro; Congregado, Emilio; Golpe, Antonio A.; Vides, José Carlos (International Journal of Interactive Multimedia and Artificial Intelligence (IJIMAI), 03/2022)Most representative decision-tree ensemble methods have been used to examine the variable importance of Treasury term spreads to predict US economic recessions with a balance of generating rules for US economic recession ...