Modelling with Big Data and Machine Learning

The confluence of expanding access to data and the rapid advance of modelling techniques like those from machine learning promise new insights into the economy and a larger information set for policymakers. The Bank of England (BoE), the Data Analytics for Finance and Macro (DAFM) Research Centre at King’s College London and the Federal Reserve Board (FRB) are holding a two-day workshop to discuss recent advances in nowcasting and forecasting using big data and novel modelling approaches.

We invite you to submit empirical, methodological or theoretical work leveraging on new granular data sources or exploring recent analytical development to analyse the macroeconomy in the near or medium term. The workshop aims to provide an opportunity to discuss recent scientific advances, as well as to connect with policy makers and academics.

Currently confirmed keynote speakers and panellists:

  • Domenico Giannone, Federal Reserve Bank of New York

  • Andrew Haldane, Chief Economist, BoE

We will consider submissions covering a wide range of topics:

  • Large granular structured or unstructured data sources (administrative data, web data, from the “digital exhaust”, text data)

  • Machine Learning for prediction and understanding the economy

  • Methods (matching, filtering or cleaning techniques)

  • Theory (modelling, estimation with many covariates or strong non-linearities)

  • Big data topics covering businesses, households, finance, labour markets or government.

The event is free of charge for all participants. Funding for travel can be provided for authors of accepted papers. Papers will be presented and discussed. The deadline for submissions is 19 August 2018. Upon submission, please indicate if you would be available to discuss another paper within your field of expertise. Please submit your full paper to Full papers are preferred but extended abstracts will be accepted in exceptional cases. Final decisions will be made by 21 September 2018. Authors of accepted papers will be asked to provide a final draft of their paper two weeks ahead of the event. For further enquiries about submissions and papers contact For questions regarding event logistics please contact and

Programme committee:

  • Andrew Blake, Centre for Central Banking Studies, BoE

  • Andreas Joseph, Advanced Analytics, BoE; DAFM

  • George Kapetanios, Committee Chair, King’s College London; DAFM

  • Christopher Kurz, Federal Reserve Board

  • Fotis Papailias, King’s College London; DAFM

  • Chris Redl, External MPC Unit, BoE; DAFM

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Bush House, 30 Aldwych

London , United Kingdom

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