Scholar
Philippe Goulet Coulombe
Google Scholar ID: xtnZTWIAAAAJ
Université du Québec à Montréal
Citations & Impact
Citations
851
H-index
12
i10-index
16
Publications
20
Co-authors
13
list available
Contact
Publications
Resume (English only)
Academic Achievements
- Paper: Opening the Black Box of Local Projections (with Karin Klieber)
- Paper: Ordinary Least Squares as an Attention Mechanism
- Website: The Test of Time
- Paper: Dual Interpretation of Machine Learning Forecasts (with Maximilian Göbel and Karin Klieber)
- Paper: An Adaptive Moving Average for Macroeconomic Monitoring (with Karin Klieber)
- Serves as an Associate Editor for the International Journal of Forecasting
- Paper: Maximally Forward-Looking Core Inflation (with Karin Klieber, Christophe Barrette, and Max Göbel)
- Paper: The Anatomy of Machine Learning-Based Portfolio Performance (with Dave Rapach, Erik Christian Montes Schütte, and Sander Schwenk-Nebbe)
- Paper: From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks (with Mikael Frenette and Karin Klieber)
- Participated in the Radio-Canada “Question d’intérêt” podcast
- Paper: Maximally Machine-Learnable Portfolios (with Maximilian Göbel)
- Paper: The Anatomy of Out-of-Sample Forecasting Accuracy (with Daniel Borup, Dave Rapach, Erik Christian Montes Schütte, and Sander Schwenk-Nebbe)
- Paper: Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models (with Frank Diebold and Maximilian Göbel)
Research Experience
- Extensive research experience in machine learning, macroeconomic monitoring, portfolio performance, and more, with multiple co-authored papers.
Education
- Information not provided
Background
- Research interests include machine learning, applied macroeconomics, time series econometrics, and climate modeling. Serves as an Associate Editor for the International Journal of Forecasting.
Miscellany
- Personal interests include music; member of the band Décorum, released multiple albums and singles.
