Recurrent double-conditional factor model

DOI10.1007/S00291-024-00771-1MaRDI QIDQ6995296zbMATH OpenFDO

Authors Christian Fieberg, Gerrit Liedtke, Thorsten Poddig

Publication date 22 April 2025

Published in OR Spectrum (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

factor modelmachine learningrecurrent neural networkpanel data analysis

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Economic time series analysis (91B84) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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