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8571
31.03.2021
licence from the Bank.
The reference to the Press Service is mandatory if you intend to use this material.
31.03.2021 18.06.15
8573
31.03.2021
basis every six months.
The reference to the Press Service is mandatory if you intend to use this material.
31.03.2021 18.25.28
the Bank of Russia, the decrease in the amount
Exchange rates changes 18.3
of repo operations with foreign counterparties
of the Bank of Russia
Regulatory Approaches 3. Specific features of global and Russian ecosystems and how
18 April 2021 they are connected to the financial market
For the ecosystems
8576
09.07.2021
Central de la Repъblica Argentina
Discussant: Alexey Ponomarenko, Bank of Russia
Comments, Q&A
18:40-18:50
Concluding remarks
18:50-19:15
Virtual Coffee Corner
RMSE (forecast horizon = 3)
17 /21
Relative Recursive RMSE (forecast horizon = 6)
18 /21
Relative Recursive RMSE (forecast horizon = 12)
19/21
Conclusions 20 /21
cost vector
was calibrated, based on the characteristics of the assets considered.
18
Banco Central de la Repblica Argentina
Analytical exercises Basic portfolio approach
Portfolio
goods, excluding fruit and vegetables
Food goods
20 20 20 20
18 18 18 18
16 16 16 16
14 14 14 14
12 12
out-of-sample RMSE in the forecasting for one month in advance, random forest
18
FORECASTING RUSSIAN CPI WITH DATA VINTAGES AND MACHINE LEARNING TECHNIQUES APRIL 2021