Habibnia, Ali (2015) Nonlinear forecasting with many predictors by neural network factor models. In: LSE Research Festival 2015, 2015-05-21, London, United Kingdom, GBR.
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Abstract
This study proposes a nonlinear generalisation of factor models based on artificial neural networks for forecasting financial time series with many predictors.
| Item Type: | Conference or Workshop Item (Poster) |
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| Additional Information: | © 2015 The Author |
| Divisions: | Statistics |
| Subjects: | H Social Sciences > HA Statistics |
| Date Deposited: | 04 Aug 2015 09:20 |
| Last Modified: | 11 Sep 2025 00:01 |
| URI: | http://eprints.lse.ac.uk/id/eprint/62916 |
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