Neural network models for inflation forecasting: a revisit
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Publication:2086163
DOI10.1007/978-3-030-77094-5_15zbMath1495.62105OpenAlexW3201855420MaRDI QIDQ2086163
Tu D. Q. Le, Tien Nhat Nguyen, Thi Thanh Xuan Pham
Publication date: 25 October 2022
Full work available at URL: https://doi.org/10.1007/978-3-030-77094-5_15
Cites Work
- Forecasting inflation using commodity price aggregates
- Multilayer feedforward networks are universal approximators
- Inflation, output growth, volatility and causality: evidence from panel data and the G7 countries
- Exchange rate and inflation risk premia in the EMU
- Real‐Time Forecasts of Inflation: The Role of Financial Variables
- Approximation by superpositions of a sigmoidal function
- A simulation study of artificial neural networks for nonlinear time-series forecasting
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