Neural networks’ performances in recession forecasting: euro area case study
Bastianelli, Benedetta (A.A. 2020/2021) Neural networks’ performances in recession forecasting: euro area case study. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 104. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Recessions identification and forecasting techniques. Economic business cycle: recession period. Forecasting techniques. Neural networks application. Data selection. Input values' adjustments. Neural network key features. Neural network architectures performed. Analysis of neural networks' results. Vanilla NN results. Deep NN results. Real time models' efficiency.
References
Bibliografia: pp. 83-91.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Porchia, Paolo |
| Thesis Co-Supervisor: | Laura, Luigi |
| Academic Year: | 2020/2021 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 02 Dec 2021 14:52 |
| Last Modified: | 02 Dec 2021 14:52 |
| URI: | https://tesi.luiss.it/id/eprint/30858 |
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