Tools for non-linear time series forecasting in economics - an empirical comparison of regime switching vector autoregressive models and recurrent neural networks

Binner, JM, Elger, T, Nilsson, B and Tepper, JA, 2004. Tools for non-linear time series forecasting in economics - an empirical comparison of regime switching vector autoregressive models and recurrent neural networks. In: Binner, JM, Kendall, G and Chen, SH, eds., Applications of Artificial Intelligence in Finance and Economics. Amsterdam: Jai-Elsevier, pp. 71-91. ISBN 0762311509

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Item Type: Chapter in book
Creators: Binner, J.M., Elger, T., Nilsson, B. and Tepper, J.A.
Publisher: Jai-Elsevier
Place of Publication: Amsterdam
Date: 2004
Volume: 19
Divisions: Schools > School of Science and Technology
Depositing User: EPrints Services
Date Added: 09 Oct 2015 10:33
Last Modified: 19 Oct 2015 14:33
URI: http://irep.ntu.ac.uk/id/eprint/14738

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