By April 2026, it is projected that there is a probability of ***** percent that the United States will fall into another economic recession. This reflects a significant decrease from the projection of the preceding month.
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Modeling and predicting U.S. recessions using machine learning techniques
As variáveis do FRED-MD como preditivas e a USREC como alvo (período de 1979-2019)
Diversos Modelos: probit, logit, LDA, árvores Naive-Bayes Algumas variáveis tiveram que ser transformadas em mensais (interpolação cúbica)
128 varibles. Grupos: Output and Income Labor Market Consumption and Orders Orders and Inventories Money and Credit Interest Rates and Exchange Rates Prices Stock Market
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United States Recession Probability data was reported at 14.120 % in Oct 2019. This records a decrease from the previous number of 14.505 % for Sep 2019. United States Recession Probability data is updated monthly, averaging 7.668 % from Jan 1960 (Median) to Oct 2019, with 718 observations. The data reached an all-time high of 95.405 % in Dec 1981 and a record low of 0.080 % in Sep 1983. United States Recession Probability data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.S021: Recession Probability.
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Graph and download economic data for Real-time Sahm Rule Recession Indicator (SAHMREALTIME) from Dec 1959 to Jun 2025 about recession indicators, academic data, and USA.
The Long Depression was, by a large margin, the longest-lasting recession in U.S. history. It began in the U.S. with the Panic of 1873, and lasted for over five years. This depression was the largest in a series of recessions at the turn of the 20th century, which proved to be a period of overall stagnation as the U.S. financial markets failed to keep pace with industrialization and changes in monetary policy. Great Depression The Great Depression, however, is widely considered to have been the most severe recession in U.S. history. Following the Wall Street Crash in 1929, the country's economy collapsed, wages fell and a quarter of the workforce was unemployed. It would take almost four years for recovery to begin. Additionally, U.S. expansion and integration in international markets allowed the depression to become a global event, which became a major catalyst in the build up to the Second World War. Decreasing severity When comparing recessions before and after the Great Depression, they have generally become shorter and less frequent over time. Only three recessions in the latter period have lasted more than one year. Additionally, while there were 12 recessions between 1880 and 1920, there were only six recessions between 1980 and 2020. The most severe recession in recent years was the financial crisis of 2007 (known as the Great Recession), where irresponsible lending policies and lack of government regulation allowed for a property bubble to develop and become detached from the economy over time, this eventually became untenable and the bubble burst. Although the causes of both the Great Depression and Great Recession were similar in many aspects, economists have been able to use historical evidence to try and predict, prevent, or limit the impact of future recessions.
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This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.
Historical daily stock prices (open, high, low, close, volume)
Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)
Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)
Feature engineering based on financial data and technical indicators
Sentiment analysis data from social media and news articles
Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)
Stock price prediction
Portfolio optimization
Algorithmic trading
Market sentiment analysis
Risk management
Researchers investigating the effectiveness of machine learning in stock market prediction
Analysts developing quantitative trading Buy/Sell strategies
Individuals interested in building their own stock market prediction models
Students learning about machine learning and financial applications
The dataset may include different levels of granularity (e.g., daily, hourly)
Data cleaning and preprocessing are essential before model training
Regular updates are recommended to maintain the accuracy and relevance of the data
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This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.
Historical daily stock prices (open, high, low, close, volume)
Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)
Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)
Feature engineering based on financial data and technical indicators
Sentiment analysis data from social media and news articles
Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)
Stock price prediction
Portfolio optimization
Algorithmic trading
Market sentiment analysis
Risk management
Researchers investigating the effectiveness of machine learning in stock market prediction
Analysts developing quantitative trading Buy/Sell strategies
Individuals interested in building their own stock market prediction models
Students learning about machine learning and financial applications
The dataset may include different levels of granularity (e.g., daily, hourly)
Data cleaning and preprocessing are essential before model training
Regular updates are recommended to maintain the accuracy and relevance of the data
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License information was derived automatically
We use the yield curve to predict future GDP growth and recession probabilities. The spread between short- and long-term rates typically correlates with economic growth. Predications are calculated using a model developed by the Federal Reserve Bank of Cleveland. Released monthly.
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According to Cognitive Market Research, the global AI Sensor Market with Recession Market size is USD 2.8 billion in 2024 and will expand at a compound annual growth rate (CAGR) of 38.6% from 2024 to 2031. Market Dynamics of AI Sensor Market with Recession Market
Key Drivers for AI Sensor Market with Recession Market
Advancements in AI and Machine Learning: Rapid advances in artificial intelligence and machine learning are boosting the use of Al sensors. Algorithms are getting increasingly sophisticated and capable of handling complicated data from sensors, enabling real-time decision-making and predictive analytics. These developments allow Al sensors to detect patterns, anomalies, and trends in data streams, making them useful in applications such as picture recognition, natural language processing, and predictive maintenance. For instance, in manufacturing, Al sensors may detect faults in real time, improving quality control and lowering waste. Al sensors also improve the capability of autonomous systems and robots. They can perceive their surroundings, adjust to changing circumstances, and make sound decisions. This is especially crucial in industries like agriculture, where autonomous drones equipped with Al sensors can check crop health, detect pest infestations, and optimize pesticide use. Security and Surveillance applications
Key Restraints for AI Sensor Market with Recession Market
Capital Spending Delays in Price-Sensitive Sectors: Businesses in a variety of sectors, including retail, consumer electronics, and the automobile industry, frequently postpone or abandon capital-intensive initiatives and technological advancements during recessions. This has a direct impact on the use of AI sensors in consumer electronics, smart factories, and new goods, momentarily reducing market expansion.
Semiconductor shortages and supply chain disruptions: Complex semiconductor components are necessary for AI sensors, and supply chain bottlenecks are frequently made worse by global economic downturns. Delays in shipping, reduced manufacturing capacity, and geopolitical unrest can all affect sensor production and lengthen lead times, making it more difficult for industries to deploy sensors on time.
Key Trends for AI Sensor Market with Recession Market
Transition to Low-Cost Advanced AI Sensors: Industries are turning to edge AI sensors that analyze data locally in order to deal with financial restrictions. This eliminates the need for expensive cloud infrastructure and latency problems. Due to their simplicity of deployment and reduced total cost of ownership, small, energy-efficient sensors with on-chip AI are becoming more and more popular. Growing Utilization in Energy Efficiency and Predictive Maintenance: Operational efficiency is a top priority for financially stressed organizations, and AI sensors are essential for energy optimization and predictive maintenance. Industrial equipment with sensors built in can anticipate malfunctions, prolong the life of machinery, and use less electricity, all of which can result in quantifiable cost savings during recessions. Introduction of the AI Sensor Market with Recession Market
Al sensors are also improving the capabilities of autonomous systems and robots. They can perceive their surroundings, adjust to changing conditions, and make sound decisions. This is especially crucial in industries like agriculture, where autonomous drones equipped with Al sensors can check crop health, detect pest infestations, and optimize pesticide use. Also, increased demand for life-saving healthcare equipment and self-driving capabilities in new electric vehicles are expected to fuel growth. The global shift towards digitization is expected to boost growth even further.
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This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.
Historical daily stock prices (open, high, low, close, volume)
Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)
Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)
Feature engineering based on financial data and technical indicators
Sentiment analysis data from social media and news articles
Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)
Stock price prediction
Portfolio optimization
Algorithmic trading
Market sentiment analysis
Risk management
Researchers investigating the effectiveness of machine learning in stock market prediction
Analysts developing quantitative trading Buy/Sell strategies
Individuals interested in building their own stock market prediction models
Students learning about machine learning and financial applications
The dataset may include different levels of granularity (e.g., daily, hourly)
Data cleaning and preprocessing are essential before model training
Regular updates are recommended to maintain the accuracy and relevance of the data
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Graph and download economic data for NBER based Recession Indicators for the United States from the Period following the Peak through the Trough (USREC) from Dec 1854 to Jun 2025 about peak, trough, recession indicators, and USA.
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License information was derived automatically
United States Recession Prob: Yield Curve: 3 Month Treasury Yield data was reported at 2.250 % in Oct 2018. This records an increase from the previous number of 2.130 % for Sep 2018. United States Recession Prob: Yield Curve: 3 Month Treasury Yield data is updated monthly, averaging 4.620 % from Jan 1959 (Median) to Oct 2018, with 718 observations. The data reached an all-time high of 16.300 % in May 1981 and a record low of 0.010 % in Dec 2011. United States Recession Prob: Yield Curve: 3 Month Treasury Yield data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.S021: Recession Probability.
In October 2024, the Sahm recession indicator was 0.43, a slight decrease from the previous month. The Sahm Rule was developed to flag the onset of an economic recession more quickly than other indicators. The Sahm Rule signals the start of a recession when the three-month moving average of the national unemployment rate rises by 0.50 percentage points or more relative to its low during the previous 12 months.
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License information was derived automatically
This repository hosts the supplementary materials associated with the paper:
> Delforge, D., Muñoz-Carpena, R., Van Camp, M. Vanclooster, M. (2020), A parsimonious empirical approach to streamflow recession analysis and forecasting (accepted at Water Resources Research - 29-01-2020).
This data set contains streamflow and recession data, a python code file and a Jupyter notebook illustrating how to apply the EDM-Simplex method to forecast the recession, and the outputs of the global sensitivity analysis. All files are documented in the readme.md Markdown files.
Streamflow data were obtained from the Aqualim portal (http://aqualim.environnement.wallonie.be/) of the "Service Public de Wallonie" and shared with their kind permission. This work is part of a Ph.D. supported by a FRIA grant from the Fund for Scientific Research (FSR-FNRS, Belgium). The authors acknowledge University of Florida Research Computing for providing computational resources and support that have contributed to the research results stored in this repository. URL: http://researchcomputing.ufl.edu.
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This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.
Historical daily stock prices (open, high, low, close, volume)
Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)
Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)
Feature engineering based on financial data and technical indicators
Sentiment analysis data from social media and news articles
Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)
Stock price prediction
Portfolio optimization
Algorithmic trading
Market sentiment analysis
Risk management
Researchers investigating the effectiveness of machine learning in stock market prediction
Analysts developing quantitative trading Buy/Sell strategies
Individuals interested in building their own stock market prediction models
Students learning about machine learning and financial applications
The dataset may include different levels of granularity (e.g., daily, hourly)
Data cleaning and preprocessing are essential before model training
Regular updates are recommended to maintain the accuracy and relevance of the data
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This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.
Historical daily stock prices (open, high, low, close, volume)
Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)
Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)
Feature engineering based on financial data and technical indicators
Sentiment analysis data from social media and news articles
Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)
Stock price prediction
Portfolio optimization
Algorithmic trading
Market sentiment analysis
Risk management
Researchers investigating the effectiveness of machine learning in stock market prediction
Analysts developing quantitative trading Buy/Sell strategies
Individuals interested in building their own stock market prediction models
Students learning about machine learning and financial applications
The dataset may include different levels of granularity (e.g., daily, hourly)
Data cleaning and preprocessing are essential before model training
Regular updates are recommended to maintain the accuracy and relevance of the data
https://www.kappasignal.com/p/legal-disclaimer.htmlhttps://www.kappasignal.com/p/legal-disclaimer.html
This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.
Historical daily stock prices (open, high, low, close, volume)
Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)
Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)
Feature engineering based on financial data and technical indicators
Sentiment analysis data from social media and news articles
Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)
Stock price prediction
Portfolio optimization
Algorithmic trading
Market sentiment analysis
Risk management
Researchers investigating the effectiveness of machine learning in stock market prediction
Analysts developing quantitative trading Buy/Sell strategies
Individuals interested in building their own stock market prediction models
Students learning about machine learning and financial applications
The dataset may include different levels of granularity (e.g., daily, hourly)
Data cleaning and preprocessing are essential before model training
Regular updates are recommended to maintain the accuracy and relevance of the data
https://www.kappasignal.com/p/legal-disclaimer.htmlhttps://www.kappasignal.com/p/legal-disclaimer.html
This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.
Historical daily stock prices (open, high, low, close, volume)
Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)
Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)
Feature engineering based on financial data and technical indicators
Sentiment analysis data from social media and news articles
Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)
Stock price prediction
Portfolio optimization
Algorithmic trading
Market sentiment analysis
Risk management
Researchers investigating the effectiveness of machine learning in stock market prediction
Analysts developing quantitative trading Buy/Sell strategies
Individuals interested in building their own stock market prediction models
Students learning about machine learning and financial applications
The dataset may include different levels of granularity (e.g., daily, hourly)
Data cleaning and preprocessing are essential before model training
Regular updates are recommended to maintain the accuracy and relevance of the data
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The global gum recession line market is estimated to be valued at USD XXX million in 2025 and is projected to grow at a CAGR of XX% during the forecast period from 2025 to 2033. The market is driven by the increasing prevalence of periodontal diseases, such as gingivitis and periodontitis, which are major causes of gum recession. Additionally, rising awareness about oral hygiene and the growing adoption of minimally invasive dental procedures are fueling market growth. The availability of advanced techniques, such as laser therapy and guided tissue regeneration, is also contributing to the market expansion. The gum recession line market is segmented based on application, type, and region. By application, the market is divided into hospitals, dental clinics, and others. By type, the market is categorized into braided cords, knitted cords, twisted cords, and others. Geographically, the market is segmented into North America, South America, Europe, the Middle East & Africa, and Asia Pacific. North America is expected to dominate the global market throughout the forecast period due to the high prevalence of periodontal diseases and the adoption of advanced dental care technologies. Europe is also a major market for gum recession lines, followed by Asia Pacific. This report provides an in-depth analysis of the Gum Recession Line market, focusing on concentration, trends, key regions, product insights, and drivers. The market is valued at $XX billion in 2023 and is projected to grow to $XX billion by the end of 2032, exhibiting a CAGR of XX% during the forecast period.
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Gaps between output and employment growth are often attributed to transitional phases by which the economy adjusts to shifts in the rate of trend productivity growth. Nevertheless, cyclical factors can also drive a wedge between output and employment growth. This article shows that one measure of cyclical dynamics--the expected output loss associated with a recession--helps predict the gap between output and employment growth in the coming four quarters. This measure of the output loss associated with a recession can take unexpected twists and turns as the recovery unfolds. The empirical results in this paper support the proposition that a weaker-than-expected rebound in the economy can partially mute employment growth for a time relative to output growth.
By April 2026, it is projected that there is a probability of ***** percent that the United States will fall into another economic recession. This reflects a significant decrease from the projection of the preceding month.