An artificial intelligence approach to forecasting when there are structural breaks : a reinforcement learning-based framework for fast switching
Jeronymo Marcondes Pinto, Emerson Fernandes Marçal
| Year of publication: |
2023
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|---|---|
| Authors: | Marcondes Pinto, Jeronymo ; Marçal, Emerson Fernandes |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 65.2023, 4, p. 1729-1759
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| Subject: | Economic forecasting | Machine learning | Model selection | Reinforcement learning | Structural breaks | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Künstliche Intelligenz | Artificial intelligence | Neuronale Netze | Neural networks | Lernprozess | Learning process | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-023-02389-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014388850