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

Tools

Binner, J.M., Elger, T., Nilsson, B. and Tepper, J.A. ORCID: 0000-0001-7339-0132, 2004. Tools for non-linear time series forecasting in economics - an empirical comparison of regime switching vector autoregressive models and recurrent neural networks. In: J.M. Binner, G. Kendall and S.H. Chen, 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
ISBN:	0762311509
Divisions:	Schools > School of Science and Technology
Record created by:	EPrints Services
Date Added:	09 Oct 2015 10:33
Last Modified:	04 Feb 2022 12:34
URI:	https://irep.ntu.ac.uk/id/eprint/14738