Extending the Lee-Carter model with variational autoencoder : a fusion of neural network and bayesian approach
by Akihiro Miyata and Naoki Matsuyama
| Year of publication: |
2022
|
|---|---|
| Authors: | Miyata, Akihiro ; Matsuyama, Naoki |
| Subject: | Lee-Carter model | state-space model | variational autoencoder | variational Bayesian inference | Bayes-Statistik | Bayesian inference | Neuronale Netze | Neural networks | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2022.15 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013426661