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Modeling Multivariate Time Series in Economics : From Auto-Regressions to Recurrent Neural Networks
Verstyuk, Sergiy - 2018
system dynamics that are more plausible according to conventional economic theory …
Persistent link: https://www.econbiz.de/10012906874
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Modeling Multivariate Time Series in Economics : From Auto-Regressions to Recurrent Neural Networks
Verstyuk, Sergiy - 2019
that are more plausible according to conventional economic theory. Additionally, the paper shows how, due to its inherent …
Persistent link: https://www.econbiz.de/10012890179
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Modeling Multivariate Time Series in Economics : From Auto-Regressions to Recurrent Neural Networks
Verstyuk, Sergiy - 2020
plausible according to conventional economic theory. Additionally, the paper shows how, due to its inherent non-linearity, MRNN …
Persistent link: https://www.econbiz.de/10012835458
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Multivariate Stochastic Volatility Modeling of Neural Data
Phan, Tung - 2019
Because multivariate autoregressive models have failed to adequately account for the complexity of neural signals, researchers have predom- inantly relied on non-parametric methods when studying the relations between brain and behavior. Using medial temporal lobe (MTL) recordings from 96...
Persistent link: https://www.econbiz.de/10012865680
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Recurrent neural network GO-GARCH model for portfolio selection
Burda, Martin; Schroeder, Adrian K. - In: Journal of time series econometrics 16 (2024) 2, pp. 67-81
Persistent link: https://www.econbiz.de/10015117680
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Dynamic circular network-based federated dual-view learning for multivariate time series anomaly detection
Zhang, Weishan; Wang, Yuqian; Chen, Leiming; Yuan, Yong; … - In: Business & information systems engineering 66 (2024) 1, pp. 19-42
Persistent link: https://www.econbiz.de/10014470871
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Short-term wind power forecasting using evolutionary algorithms for the automated specification of artificial intelligence models
Jursa, René; Rohrig, Kurt - In: International journal of forecasting 24 (2008) 4, pp. 694-709
Persistent link: https://www.econbiz.de/10003808374
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Tests of the constancy of conditional correlations of unknown functional form in multivariate GARCH models
Péguin-Feissolle, Anne; Sanhaji, Bilel - In: Annals of economics and statistics 123/124 (2016), pp. 77-101
Persistent link: https://www.econbiz.de/10011592735
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Multivariate picture fuzzy time series : new definitions and a new forecasting method based on pi-sigma artificial neural network
Bas, Eren; Egrioglu, Erol; Tunc, Taner - In: Computational economics 61 (2023) 1, pp. 139-164
Persistent link: https://www.econbiz.de/10014228419