Factor augmented artificial neural network vs deep learning for forecasting global liquidity dynamics

DOI10.1007/978-3-030-87986-0_2MaRDI QIDQ2148703zbMATH OpenOpenAlexFDO

Authors David Alaminos

Publication date 24 June 2022

Full work available at URL https://doi.org/10.1007/978-3-030-87986-0_2

zbMATH Keywords

capital flowsdeep learning methodsfactor augmented artificial neural networkglobal liquidity

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Macroeconomic theory (monetary models, models of taxation) (91B64) Economic dynamics (91B55)

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Cites work

• Bootstrapping the out-of-sample predictions for efficient and accurate cross-validation

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