Lee and Carter go Machine Learning : Recurrent Neural Networks

In this tutorial we introduce recurrent neural networks (RNNs), and we describe the two most popular RNN architectures. These are the long short-term memory (LSTM) network and gated recurrent unit (GRU) network. Their common field of application is time series modeling, and we demonstrate their use on a mortality rate prediction problem using data from the Swiss female and male populations

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Year of publication:	2019
Authors:	Richman, Ronald
Other Persons:	Wuthrich, Mario V. (contributor)
Publisher:	[2019]: [S.l.] : SSRN
Subject:	Künstliche Intelligenz \| Artificial intelligence \| Neuronale Netze \| Neural networks \| Prognoseverfahren \| Forecasting model \| Theorie \| Theory

Extent:	1 Online-Ressource (30 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 22, 2019 erstellt
Other identifiers:	10.2139/ssrn.3441030 [DOI]
Classification:	C14 - Semiparametric and Nonparametric Methods ; C23 - Models with Panel Data ; c38 ; G22 - Insurance; Insurance Companies ; J10 - Demographic Economics. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012864302