Multi-period Growth-at-Risk Forecasting with Recurrent Neural Network
Date:
Presentation of joint work with Lukas Hoesch and Julia Schaumburg on Growth-at-Risk forecasting with recurrent neural networks at the International Symposium on Forecasting.
Date:
Presentation of joint work with Lukas Hoesch and Julia Schaumburg on Growth-at-Risk forecasting with recurrent neural networks at the International Symposium on Forecasting.