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Perpetual learning and apparent long memory

Chevillon, Guillaume; Mavroeidis, Sophocles - In: Journal of economic dynamics & control 90 (2018), pp. 343-365

Persistent link: https://www.econbiz.de/10011974089

Johannes, Michael S.; Polson, Nick; Yae, James - 2011

applied to state filtering and sequential parameter learning. This paper introduces robust state space models whose error …

Persistent link: https://www.econbiz.de/10014200732

Stock price ranking by learning pairwise preferences

Tas, Engin; Atli, Ayca Hatice - In: Computational economics 63 (2024) 2, pp. 513-528

Persistent link: https://www.econbiz.de/10014472383

Convergence of finite memory Q learning for POMDPs and near optimality of learned policies under filter stability

Kara, Ali Devran; Yüksel, Serdar - In: Mathematics of operations research 48 (2023) 4, pp. 2066-2093

Persistent link: https://www.econbiz.de/10014437816

Fan charts in era of big data and learning

Baruník, Jozef; Hanus, Luboš - In: Finance research letters 61 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014490768

Machine learning advances for time series forecasting

Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - In: Journal of economic surveys 37 (2023) 1, pp. 76-111

Persistent link: https://www.econbiz.de/10014287800

Genetic learning as an explanation of stylized facts of foreign exchange markets

Lux, Thomas; Schornstein, Sascha - 2002

equilibrium dynamics resulting from this learning process helps to explain the main stylized facts of free-floating exchange rates … the number of agents (not more than about 1000). With a larger population, this collective learning dynamics looses its … Hauptinteresse geht dahin, herauszufinden, ob die Gleichgewichtsdynamik, die aus diesem Lernprozess resultiert, dabei helfen kann …