๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Forecasting inflation with thick models and neural networks

โœ Scribed by Peter McAdam; Paul McNelis


Book ID
116423614
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
232 KB
Volume
22
Category
Article
ISSN
0264-9993

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Neural network versus econometric models
โœ Saeed Moshiri; Norman Cameron ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 201 KB ๐Ÿ‘ 2 views

Artiยฎcial neural network modelling has recently attracted much attention as a new technique for estimation and forecasting in economics and ยฎnance. The chief advantages of this new approach are that such models can usually ยฎnd a solution for very complex problems, and that they are free from the ass

Forecast combining with neural networks
โœ R. Glen Donaldson; Mark Kamstra ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 987 KB

This paper investigates the use of Artificial Neural Networks (ANNs) to combine time series forecasts of stock market volatility from the USA, Canada, Japan and the UK. We demonstrate that combining with nonlinear ANNs generally produces forecasts which, on the basis of out-of-sample forecast encomp