An artificial intelligence approach to forecasting when there are structural breaks
A reinforcement learning-based framework for fast switching
Bibliographic Data
| ID | 21542068 |
|---|---|
| Authors | Jeronymo Marcondes Pinto (0000-0002-4534-0805, corresponding author), Emerson Fernandes Marçal (0000-0002-0841-5644, Companhia Energética de São Paulo) |
| Year | 2023 |
| Volume | 65 |
| Issue | 4 |
| Pages | 1729-1759 |
| Publication date | 2023-10-01 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Empirical Economics (JOURNAL) |
| Journal identifiers | ISSN: 0377-7332 • E-ISSN: 1435-8921 |
| Publisher | Springer Science and Business Media LLC (PUBLISHER) |
| DOI | 10.1007/s00181-023-02389-8 |
| OpenAlex | W4322769329 |
| Language | EN |
| References cited | 31 |
Econometrics · Economics · Machine learning · Monte Carlo method · Reinforcement learning · Statistics · Complex Systems and Time Series Analysis · Computer Science · Forecasting Techniques and Applications · Mathematics · Stock Market Forecasting Methods · Artificial Intelligence
| Highly cited | No |
|---|