Macroeconomic forecasting and evaluation with supervised and neural network reinforced factor models
Year of publication: |
2021
|
---|---|
Authors: | Umbach, Simon Lineu |
Other Persons: | Breitung, Jörg (degree supervisor) ; Kruse-Becher, Robinson (degree supervisor) |
Publisher: |
2021: Köln : Universitäts- und Stadtbibliothek Köln |
Subject: | Macroeconomic Forecasting | Factor Models | Neural Networks | Forecast Evaluation Tests | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Frühindikator | Leading indicator | Schätzung | Estimation |
Extent: | 1 Online-Ressource (circa 113 Seiten) Illustrationen |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
Language: | English |
Thesis: | Dissertation, Universität zu Köln, 2021 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Buchen, Teresa, (2014)
-
The economic value of business cycle forecasts for potential investors : evidence from Germany
Döpke, Jörg, (2018)
-
Wohlrabe, Klaus, (2014)
- More ...
-
Forecasting with supervised factor models
Umbach, Simon Lineu, (2020)
-
Macroeconomic Forecasting with Neural Network Reinforced Factor Models
Umbach, Simon Lineu, (2021)
-
Demetrescu, Matei, (2021)
- More ...