The article doesn’t really say, as this was a write up of a 20min talk at a conference for economists. The main model where vanilla ANNs. Also SVMs and LSTMs where tested but unsuccessfully. As I had a lot prior experience writing Java, most models where implemented in the beginning in DeepLearning4J but was in the later stages moved over to the frameworks from Fast.ai. I’d be happy to do a write up of the details at some point. The majority of work was in fact the data pre-processing.