Feedback approximation of the stochastic growth model by genetic neural networks

DOI10.1007/S10614-006-9024-8MaRDI QIDQ853580zbMATH OpenOpenAlexFDO

Authors Stephen J. Turnovsky, M. Nedim Alemdar, Sibel Sirakaya

Publication date 17 November 2006

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11693/23801

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Economic growth models (91B62) Stochastic models in economics (91B70)

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• Accuracy in Simulations
• Algorithms for solving dynamic models with occasionally binding constraints
• Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm
• Genetic neural networks to approximate feedback Nash equilibria in dynamic games
• Learning the optimum as a Nash equilibrium
• Multilayer feedforward networks are universal approximators
• Projection methods for solving aggregate growth models
• Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
• Solving dynamic general equilibrium models using a second-order approximation to the policy function
• Time Series Tests of Endogenous Growth Models

Cited in

(3)

• Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm
• Genetic neural networks to approximate feedback Nash equilibria in dynamic games
• A distributed parallel genetic algorithm for solving optimal growth models

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• CompEcon

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