DeepVARwT: Deep Learning for a VAR Model with Trend.

Xixi Li Jingsong Yuan

Published in: CoRR (2022)

Keyphrases

deep learning
var model
impulse response
monte carlo simulation
stock index futures
unsupervised learning
machine learning
economic growth
weakly supervised
mental models
granger causality
higher order
frequency domain
pattern recognition
information extraction
markov chain