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

DOI10.1007/978-3-030-87986-0_2zbMATH Open1492.91192OpenAlexW3158692320MaRDI QIDQ2148703FDOQ2148703

Authors: David Alaminos 

Publication date: 24 June 2022

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

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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)

Cites Work

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

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