Nonlinear forecasting with many predictors by neural network factor models
Habibnia, A.
(2015-05-21)
Nonlinear forecasting with many predictors by neural network factor models
[Poster]. LSE Research Festival 2015, London, United Kingdom, GBR.
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) |
|---|---|
| Copyright holders | © 2015 The Author |
| Departments | LSE > Academic Departments > Statistics |
| Date Deposited | 04 Aug 2015 |
| URI | https://researchonline.lse.ac.uk/id/eprint/62916 |