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Neural nets for indirect inference
Creel, Michael D. - 2016
Persistent link: https://www.econbiz.de/10011607329
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Updating Variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel; Forbes, Catherine Scipione; … - 2019
Persistent link: https://www.econbiz.de/10012592824
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Updating variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel; Forbes, Catherine Scipione; … - 2020
Persistent link: https://www.econbiz.de/10012608357
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NNPF : Neural Network Particle Filter for time series data
Peerlings, Dewi; Brakel, Jan A. van den; Baştürk, Nalan - 2024
Persistent link: https://www.econbiz.de/10014524761
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An emotional learning-neuro-fuzzy inference approach for optimum training and forecasting of gas consumption estimation models with cognitive data
Azadeh, Mohammad Ali; Asadzadeh, Seyed Mohammad; … - In: Technological forecasting & social change : an … 91 (2015), pp. 47-63
Persistent link: https://www.econbiz.de/10011317278
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Cross-validation aggregation for combining autoregressive neural network forecasts
Barrow, Devon K.; Crone, Sven F. - In: International journal of forecasting 32 (2016) 4, pp. 1120-1137
Persistent link: https://www.econbiz.de/10011622112
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Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni; Dufays, Arnaud - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 5, pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
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Extending the Lee-Carter model with variational autoencoder : a fusion of neural network and bayesian approach
Miyata, Akihiro; Matsuyama, Naoki - In: ASTIN bulletin : the journal of the International … 52 (2022) 3, pp. 789-812
Persistent link: https://www.econbiz.de/10013426661
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Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing; Qin, Binbin; Xia, Qiang - In: Computational economics 63 (2024) 1, pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
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Least squares model averaging by prediction criterion
Xie, Tian - 2012
model. To improve the finite sample performance, we also consider bootstrap tests. In simulation experiments the MAPC …
Persistent link: https://www.econbiz.de/10009668445