A comparative study of policy shock response effects based on the data algorithm of the DSGE model.
Jiangtao BaiZiyao DengPublished in: Neural Comput. Appl. (2024)
Keyphrases
- input data
- mathematical model
- probabilistic model
- recognition algorithm
- data sets
- experimental data
- learning algorithm
- estimation algorithm
- data samples
- learned models
- prior information
- cost function
- bayesian framework
- optimal solution
- data reduction
- classification algorithm
- objective function
- noisy data
- theoretical analysis
- similarity measure
- energy function
- database
- dynamic programming
- prior knowledge
- selection algorithm
- algorithm employs
- parameter estimation
- preprocessing
- probability distribution
- expectation maximization
- optimization algorithm
- data structure
- synthetic datasets
- data analysis
- k means
- np hard
- em algorithm
- kalman filter
- test data
- matching algorithm
- tree structure
- statistical methods
- network structure
- training data
- neural network