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A new method, called relevant transformation of the inputs network approach (RETINA) is proposed as a tool for model building and selection. It is designed to improve on some of the shortcomings of neural networks. RETINA has the flexibility of neural network models, the concavity of the...
Persistent link: https://www.econbiz.de/10005731545
predictors of interest), selective search within the range of possible models, control of collinearity, out-of-sample forecasting …
Persistent link: https://www.econbiz.de/10005812867