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Nonlinear forecasting with many predictors by neural network factor models

Habibnia, Ali (2015) Nonlinear forecasting with many predictors by neural network factor models. In: LSE Research Festival 2015, 2015-05-21.

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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)
Additional Information: © 2015 The Author
Divisions: Statistics
Subjects: H Social Sciences > HA Statistics
Sets: Departments > Statistics
Collections > LSE Research Festival 2015
Date Deposited: 04 Aug 2015 09:20
Last Modified: 24 May 2019 23:10
URI: http://eprints.lse.ac.uk/id/eprint/62916

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