Elayaraja Aruchunan
Biographic Data
| ID | 8319003 |
|---|---|
| NAME | Elayaraja Aruchunan |
| GIVEN NAMES | Elayaraja |
| FAMILY NAME | Aruchunan |
| SIGNATURE | ARUCHUNAN E |
| AFFILIATIONS | University of Malaya |
| ORCID | 0000-0002-4629-0483 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2024 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 0 |
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis
This paper proposes a nonlinear fractional unit root approach which is known as the autoregressive neural network–fractional integration (ARNN–FI) test. This new fractional integration test is based on a new multilayer perceptron of a neural network process, proposed in Yaya et al. (Oxf Bull Econ Stat 83(4):960–981, 2021). The asymptotic theory and the properties of the proposed test are given. By setting up a Monte Carlo simulation experiment, t…
No prominent works on this page.
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis
This paper proposes a nonlinear fractional unit root approach which is known as the autoregressive neural network–fractional integration (ARNN–FI) test. This new fractional integration test is based on a new multilayer perceptron of a neural network process, proposed in Yaya et al. (Oxf Bull Econ Stat 83(4):960–981, 2021). The asymptotic theory and the properties of the proposed test are given. By setting up a Monte Carlo simulation experiment, t…
Applied Mathematics (1 work) · Artificial Intelligence (1 work) · Artificial neural network (1 work) · Autoregressive model (1 work) · Computer Science (1 work) · Econometrics (1 work) · Economic theories and models (1 work) · Economics (1 work) · Hysteresis (1 work) · Market Dynamics and Volatility (1 work)