.png){kind=icon}
返回
Detecting market pattern changes: A machine learning approach
.png){kind=icon}
PRE
AI
DOI：10.1016/j.frl.2021.102621.png)
.png){kind=icon}
原文求助.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
We train an artificial neural network (ANN) model to recognize the pattern of the financial market and use this model to detect whether and when the market pattern has changed. Over 2000-2021, we find that the market has experienced five significant changes. The timings of these changes coincide with critical historical events (e.g. Great Recession and COVID-19) and changes in the monetary policy regime.
Keyword:
Machine learning application
US economy
Structural change
期刊
IF:
6.9
论文数:
9.1K
被引数:
2.8W
机构
引用论文
Real-time and offline techniques for identifying obstructive sleep apnea patients用于识别阻塞性睡眠呼吸暂停患者的实时和离线技术
PREAI
分享收藏Estimating and testing linear models with multiple structural changes估计和测试具有多个结构变化的线性模型.png)
ECONOMETRICA
OAAI
ECONOMETRICAIF7.1
OAAI分享收藏
查看更多内容