Decision Tree of the Bank of Russia
摘要
Abstract
In this work, a decision tree of the Bank of Russia is constructed. The resulting algorithm, firstly, allows us to determine which factors are decisive for the Bank of Russia when making decisions on the key rate. Secondly, the algorithm allows us to identify the order of importance of factors and the forks that arise when making decisions. An ensemble of decision trees can be used as a predictive model with high prediction accuracy on a delayed sample.