https://www.bankofengland.co.uk/working-paper/2015/a-new-approach-to-multi-step-forecasting-using-dynamic-stochastic-general-equilibrium-models
Working papers set out research in progress by our staff, with the aim of encouraging comments and debate.
a newapproachmultistepforecasting
https://openreview.net/forum?id=zcxmgfm9eE&referrer=%5Bthe%20profile%20of%20Lea%20Duncker%5D(%2Fprofile%3Fid%3D~Lea_Duncker1)
We develop an approach to learn an interpretable semi-parametric model of a latent continuous-time stochastic dynamical system, assuming noisy high-dimensional...
stochastic dynamical systemscontinuous timelearningmodelslatent
https://openreview.net/forum?id=H1WOWobu-B&referrer=%5Bthe%20profile%20of%20Lea%20Duncker%5D(%2Fprofile%3Fid%3D~Lea_Duncker1)
We develop an approach to learn an interpretable semi-parametric model of a latent continuous-time stochastic dynamical system, assuming noisy high-dimensional...
stochastic dynamical systemscontinuous timelearningmodelslatent