IDENTIFIABILITY OF RECURRENT NEURAL NETWORKS

DOI10.1017/S0266466603195059zbMath1441.62579OpenAlexW2066637273MaRDI QIDQ4561983

D. Trummer, A. A. Al-Falou

Publication date: 14 December 2018

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466603195059

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Neural nets and related approaches to inference from stochastic processes (62M45)

Cites Work

• Unnamed Item
• Time series: theory and methods.
• Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
• Recognizing changing seasonal patterns using artificial neural networks
• Pricing and hedging derivative securities with neural networks and a homogeneity hint

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