Forecasting China's foreign trade volume with a kernel-based hybrid econometric-AI ensemble learning approach
From MaRDI portal
Publication:1031961
DOI10.1007/s11424-008-9062-5zbMath1173.91419OpenAlexW1980208815MaRDI QIDQ1031961
Kin Keung Lai, Lean Yu, Shou-Yang Wang
Publication date: 23 October 2009
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-008-9062-5
artificial neural networkssupport vector regressionkernel-based methoderror-correction vector auto-regressionforeign trade predictionhybrid ensemble learning
Applications of statistics to economics (62P20) Learning and adaptive systems in artificial intelligence (68T05) Trade models (91B60)
Related Items
Transport costs and China's exports: some empirical evidences, A hierarchical forecasting model for China's foreign trade, Foreign trade survey data: do they help in forecasting exports and imports?
Cites Work
- Unnamed Item
- Multilayer feedforward networks are universal approximators
- Arcing classifiers. (With discussion)
- A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates
- Crude oil price forecasting with TEI\@I methodology
- Foreign-exchange-rate forecasting with artificial neural networks
- Unstable Weights in the Combination of Forecasts
- Co-Integration and Error Correction: Representation, Estimation, and Testing