Wasserstein index generation model: automatic generation of time-series index with application to economic policy uncertainty (Q2292829)
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scientific article
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| English | Wasserstein index generation model: automatic generation of time-series index with application to economic policy uncertainty |
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Wasserstein index generation model: automatic generation of time-series index with application to economic policy uncertainty (English)
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5 February 2020
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economic policy uncertainty index (EPU)
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Wasserstein dictionary learning (WDL)
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singular value decomposition (SVD)
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Wasserstein index generation model (WIG)
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0.78934664
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0.7847742
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0.77477133
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0.77454174
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0.7725405
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