Bayesian Neural Networks for Macroeconomic Analysis

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Bayesian Neural Networks for Macroeconomic Analysis

9 November 2022

Niko Hauzenberger

Massimiliano Marcellino

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Papers citing "Bayesian Neural Networks for Macroeconomic Analysis"

16 / 16 papers shown

Title
From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks Philippe Goulet Coulombe Mikael Frenette Karin Klieber 49 3 0 27 Nov 2023
An Experimental Review on Deep Learning Architectures for Time Series Forecasting Pedro Lara-Benítez Manuel Carranza-García José Cristóbal Riquelme Santos AI4TS 91 317 0 22 Mar 2021
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs Florian Huber Gary Koop Luca Onorante Michael Pfarrhofer Josef Schreiner 41 84 0 28 Aug 2020
Uncertainty Quantification for Sparse Deep Learning Yuexi Wang Veronika Rockova BDL UQCV 86 31 0 26 Feb 2020
Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019 Omer Berat Sezer M. U. Gudelek A. Ozbayoglu AI4TS 82 1,017 0 29 Nov 2019
A Statistical Recurrent Stochastic Volatility Model for Stock Markets Trong-Nghia Nguyen Minh-Ngoc Tran David Gunawan Robert Kohn 47 13 0 07 Jun 2019
Deep Neural Networks for Estimation and Inference M. Farrell Tengyuan Liang S. Misra BDL 176 255 0 26 Sep 2018
Posterior Concentration for Sparse Deep Learning Nicholas G. Polson Veronika Rockova UQCV BDL 178 90 0 24 Mar 2018
Nonparametric regression using deep neural networks with ReLU activation function Johannes Schmidt-Hieber 238 815 0 22 Aug 2017
Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models G. Kastner Sylvia Fruhwirth-Schnatter 42 296 0 16 Jun 2017
DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks David Salinas Valentin Flunkert Jan Gasthaus AI4TS UQCV BDL 87 2,127 0 13 Apr 2017
A simple sampler for the horseshoe estimator E. Makalic Daniel F. Schmidt 54 238 0 17 Aug 2015
Learning Activation Functions to Improve Deep Neural Networks Forest Agostinelli Matthew Hoffman Peter Sadowski Pierre Baldi ODL 230 475 0 21 Dec 2014
MCMC using Hamiltonian dynamics Radford M. Neal 292 3,282 0 09 Jun 2012
The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo Matthew D. Hoffman Andrew Gelman 180 4,313 0 18 Nov 2011
BART: Bayesian additive regression trees H. Chipman E. George R. McCulloch 158 1,796 0 19 Jun 2008