USING MACHINE LEARNING ALGORITHMS FOR FORECASTING MACROECONOMIC INDICATORS

Improving the accuracy and speed of macroeconomic indicator forecasting is of particular importance in the context of economic instability and global transformations. This article explores the potential of using machine learning algorithms to build adaptive models capable of predicting key macroeconomic parameters with high precision. A comprehensive approach is developed and tested, including the preparation of economic time series, construction of regression and recurrent models, and comparative analysis of their performance across multiple metrics. Examples are provided of models applied to short- and mediumterm forecasting of GDP, inflation, unemployment, and interest rates. Special attention is given to model interpretability, anomaly resilience, and applicability in state and investment policy contexts. The results confirm the high informativeness and practical value of machine learning algorithms in macroeconomic analysis.

Authors

Publication Details

Journal
EKONOMIKA I UPRAVLENIE PROBLEMY RESHENIYA
Published
2025-01-01
DOI
https://doi.org/10.36871/ek.up.p.r.2025.05.08.014
Primary Topic
Economic and Technological Developments in Russia
Type
article
Field-Weighted Citation Impact
0.00
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article

USING MACHINE LEARNING ALGORITHMS FOR FORECASTING MACROECONOMIC INDICATORS

Tatyana Yu. Hashirova, Igor I. Bersenev, Ravil R. Asmyatullin
EKONOMIKA I UPRAVLENIE PROBLEMY RESHENIYA
Economic and Technological Developments in Russia
article

USING MACHINE LEARNING ALGORITHMS FOR FORECASTING MACROECONOMIC INDICATORS

Tatyana Yu. Hashirova, Igor I. Bersenev, Ravil R. Asmyatullin
article en

Abstract

Improving the accuracy and speed of macroeconomic indicator forecasting is of particular importance in the context of economic instability and global transformations. This article explores the potential of using machine learning algorithms to build adaptive models capable of predicting key macroeconomic parameters with high precision. A comprehensive approach is developed and tested, including the preparation of economic time series, construction of regression and recurrent models, and comparative analysis of their performance across multiple metrics. Examples are provided of models applied to short- and mediumterm forecasting of GDP, inflation, unemployment, and interest rates. Special attention is given to model interpretability, anomaly resilience, and applicability in state and investment policy contexts. The results confirm the high informativeness and practical value of machine learning algorithms in macroeconomic analysis.

EKONOMIKA I UPRAVLENIE PROBLEMY RESHENIYAVol. 5/8(158)
Openalex Percentile: Top 75%
Economic and Technological Developments in Russia
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