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Prediction of nonlinear dynamic process remains a challenging and active research topic. In this paper, adaptive nonlinear prediction based on a Hammerstein-modeling approach is investigated. Motivated by the desire to represent the best fit to the nonlinear dynamical plant with the Hammerstein...
Persistent link: https://www.econbiz.de/10013301947
The combination of the network theoretic approach with recently available abundant economic data leads to the development of novel analytic and computational tools for modelling and forecasting key economic indicators. The main idea is to introduce a topological component into the analysis,...
Persistent link: https://www.econbiz.de/10010747631
Cross-border equity and long-term debt securities portfolio investment networks are analysed from 2002 to 2012, covering the 2008 global financial crisis. They serve as network-proxies for measuring the robustness of the global financial system and the interdependence of financial markets,...
Persistent link: https://www.econbiz.de/10010747638