Nonlinear Forecasting in Big Data Environments - Part 2

Deep learning in macroeconomic and financial forecasting:

1. Testing nonlinearity and gaussianity in big data.
2. Nonlinear PCA, nonlinear factor models and deep autoencoders.
3. Adaptable and automated shrinkage estimation of neural networks (AAShNet), nonlinear LASSO.
4. Gradient-based hyperparameter optimization.
5. Trading and portfolio simulation

Видео Nonlinear Forecasting in Big Data Environments - Part 2 канала Ali Habibnia