TOOLS FOR NON-LINEAR TIME SERIES FORECASTING IN ECONOMICS – AN EMPIRICAL COMPARISON OF REGIME SWITCHING VECTOR AUTOREGRESSIVE MODELS AND RECURRENT NEURAL NETWORKS

DOI10.1016/S0731-9053(04)19003-8zbMath1118.91352WikidataQ62624142 ScholiaQ62624142MaRDI QIDQ5756938

Thomas Elger, Jonathan A. Tepper, Jane M. Binner, Birger Nilsson

Publication date: 5 September 2007

Published in: Applications of Artificial Intelligence in Finance and Economics (Search for Journal in Brave)

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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