Nonlinear Dynamic Factor Analysis With a Transformer Network
Fuente:
arXiv
Guardado en:
| Autor principal: | Snellman, Oliver |
|---|---|
| Formato: | Preprint |
| Publicado: |
2026
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
F-FOMAML: GNN-Enhanced Meta-Learning for Peak Period Demand Forecasting with Proxy Data
por: Xu, Zexing, et al.
Publicado: (2024)
por: Xu, Zexing, et al.
Publicado: (2024)
Opening the Black Box: Nowcasting Singapore's GDP Growth and its Explainability
por: Attolico, Luca
Publicado: (2025)
por: Attolico, Luca
Publicado: (2025)
Explainable Prediction of Economic Time Series Using IMFs and Neural Networks
por: Hidalgo, Pablo, et al.
Publicado: (2025)
por: Hidalgo, Pablo, et al.
Publicado: (2025)
Double Descent and Benign Overfitting in Macroeconomic Forecasting
por: Carriero, Andrea, et al.
Publicado: (2026)
por: Carriero, Andrea, et al.
Publicado: (2026)
Explainable Machine Learning for Macroeconomic and Financial Nowcasting: A Decision-Grade Framework for Business and Policy
por: Attolico, Luca
Publicado: (2025)
por: Attolico, Luca
Publicado: (2025)
Inference for Local Projections
por: Inoue, Atsushi, et al.
Publicado: (2023)
por: Inoue, Atsushi, et al.
Publicado: (2023)
Identification in (Endogenously) Nonlinear SVARs Is Easier Than You Think
por: Duffy, James A., et al.
Publicado: (2026)
por: Duffy, James A., et al.
Publicado: (2026)
The Aligned Economic Index & The State Switching Model
por: Aarab, Ilias
Publicado: (2025)
por: Aarab, Ilias
Publicado: (2025)
Common Trends and Long-Run Identification in Nonlinear Structural VARs
por: Duffy, James A., et al.
Publicado: (2024)
por: Duffy, James A., et al.
Publicado: (2024)
Inference on Common Trends in a Cointegrated Nonlinear SVAR
por: Duffy, James A., et al.
Publicado: (2025)
por: Duffy, James A., et al.
Publicado: (2025)
The Shape of Data: Topology Meets Analytics. A Practical Introduction to Topological Analytics and the Stability Index (TSI) in Business
por: Diamantis, Ioannis
Publicado: (2025)
por: Diamantis, Ioannis
Publicado: (2025)
Statistical Properties of Deep Neural Networks with Dependent Data
por: Brown, Chad
Publicado: (2024)
por: Brown, Chad
Publicado: (2024)
Range-Based Volatility Estimators for Monitoring Market Stress: Evidence from Local Food Price Data
por: Andrée, Bo Pieter Johannes
Publicado: (2026)
por: Andrée, Bo Pieter Johannes
Publicado: (2026)
Cointegration with Occasionally Binding Constraints
por: Duffy, James A., et al.
Publicado: (2022)
por: Duffy, James A., et al.
Publicado: (2022)
Inference on common trends in functional time series
por: Nielsen, Morten Ørregaard, et al.
Publicado: (2023)
por: Nielsen, Morten Ørregaard, et al.
Publicado: (2023)
Bankruptcy analysis using images and convolutional neural networks (CNN)
por: Tavares, Luiz, et al.
Publicado: (2025)
por: Tavares, Luiz, et al.
Publicado: (2025)
Forecasting Inflation Based on Hybrid Integration of the Riemann Zeta Function and the FPAS Model (FPAS + $ζ$): Cyclical Flexibility, Socio-Economic Challenges and Shocks, and Comparative Analysis of Models
por: Gondauri, Davit
Publicado: (2025)
por: Gondauri, Davit
Publicado: (2025)
New Goodness-of-Fit Tests for Time Series Models
por: Mahdi, Esam
Publicado: (2020)
por: Mahdi, Esam
Publicado: (2020)
Empirical Mode Decomposition and Graph Transformation of the MSCI World Index: A Multiscale Topological Analysis for Graph Neural Network Modeling
por: Riscos, Agustín M. de los, et al.
Publicado: (2025)
por: Riscos, Agustín M. de los, et al.
Publicado: (2025)
Risk-Aware Deep Reinforcement Learning for Dynamic Portfolio Optimization
por: Lwele, Emmanuel, et al.
Publicado: (2025)
por: Lwele, Emmanuel, et al.
Publicado: (2025)
Mitigating the choice of the duration in DDMS models through a parametric link
por: Mendes, Fernando Henrique de Paula e Silva, et al.
Publicado: (2023)
por: Mendes, Fernando Henrique de Paula e Silva, et al.
Publicado: (2023)
Is Jobless Growth Valid in Turkiye? A Sectoral Analysis of the Relationship between Unemployment and Economic Growth
por: Akusta, Emre
Publicado: (2025)
por: Akusta, Emre
Publicado: (2025)
Stylized facts of the Indian Stock Market
por: Sen, Rituparna, et al.
Publicado: (2019)
por: Sen, Rituparna, et al.
Publicado: (2019)
On the Existence of One-Sided Representations for the Generalised Dynamic Factor Model
por: Gersing, Philipp
Publicado: (2024)
por: Gersing, Philipp
Publicado: (2024)
On filter-type estimation of discretely sampled cyclic long-memory processes
por: Ayache, Antoine, et al.
Publicado: (2024)
por: Ayache, Antoine, et al.
Publicado: (2024)
Bayesian Dynamic Modeling of Realized Volatility in Financial Asset Price Forecasting
por: Woitschig, Patrick, et al.
Publicado: (2026)
por: Woitschig, Patrick, et al.
Publicado: (2026)
Temporal Coverage Bias in Financial Panel Data: A Coverage-Aware Structuring Framework with Evidence from the Dhaka Stock Exchange
por: Muhammad, Tashreef
Publicado: (2026)
por: Muhammad, Tashreef
Publicado: (2026)
Design-Robust Event-Study Estimation under Staggered Adoption Diagnostics, Sensitivity, and Orthogonalisation
por: Wright, Craig S
Publicado: (2026)
por: Wright, Craig S
Publicado: (2026)
Fractal and Regular Geometry of Deep Neural Networks
por: Di Lillo, Simmaco, et al.
Publicado: (2025)
por: Di Lillo, Simmaco, et al.
Publicado: (2025)
What Does it Take to Control Global Temperatures? A toolbox for testing and estimating the impact of economic policies on climate
por: Chevillon, Guillaume, et al.
Publicado: (2023)
por: Chevillon, Guillaume, et al.
Publicado: (2023)
Sparse and Low-bias Estimation of High Dimensional Vector Autoregressive Models
por: Ruiz, Trevor D., et al.
Publicado: (2019)
por: Ruiz, Trevor D., et al.
Publicado: (2019)
Semiparametric Volatility Model with Varying Frequencies
por: Benito, Jetrei Benedick R., et al.
Publicado: (2021)
por: Benito, Jetrei Benedick R., et al.
Publicado: (2021)
Multifractal wavelet dynamic mode decomposition modeling for marketing time series
por: Zidan, Mohamed Elshazli A., et al.
Publicado: (2024)
por: Zidan, Mohamed Elshazli A., et al.
Publicado: (2024)
External Demand, Domestic Monetary Conditions, and Remittance Dynamics in Nepal
por: Malla, Sahaj Raj
Publicado: (2026)
por: Malla, Sahaj Raj
Publicado: (2026)
MSTN: A Lightweight and Fast Model for General TimeSeries Analysis
por: Shevtekar, Sumit S, et al.
Publicado: (2025)
por: Shevtekar, Sumit S, et al.
Publicado: (2025)
Nonlinear Factor Decomposition via Kolmogorov-Arnold Networks: A Spectral Approach to Asset Return Analysis
por: Breazu, David
Publicado: (2026)
por: Breazu, David
Publicado: (2026)
Is attention truly all we need? An empirical study of asset pricing in pretrained RNN sparse and global attention models
por: Lai, Shanyan
Publicado: (2025)
por: Lai, Shanyan
Publicado: (2025)
Optimal break tests for large linear time series models
por: Gupta, Abhimanyu, et al.
Publicado: (2025)
por: Gupta, Abhimanyu, et al.
Publicado: (2025)
The Predictive-Causal Gap: An Impossibility Theorem and Large-Scale Neural Evidence
por: Liu, Kejun
Publicado: (2026)
por: Liu, Kejun
Publicado: (2026)
SAGA: A Sequence-Adaptive Generative Architecture for Multi-Horizon Probabilistic Forecasting with Adaptive Temporal Conformal Prediction
por: Lundström-Imanov, Gustav Olaf Yunus Laitinen-Fredriksson, et al.
Publicado: (2026)
por: Lundström-Imanov, Gustav Olaf Yunus Laitinen-Fredriksson, et al.
Publicado: (2026)
Ejemplares similares
-
F-FOMAML: GNN-Enhanced Meta-Learning for Peak Period Demand Forecasting with Proxy Data
por: Xu, Zexing, et al.
Publicado: (2024) -
Opening the Black Box: Nowcasting Singapore's GDP Growth and its Explainability
por: Attolico, Luca
Publicado: (2025) -
Explainable Prediction of Economic Time Series Using IMFs and Neural Networks
por: Hidalgo, Pablo, et al.
Publicado: (2025) -
Double Descent and Benign Overfitting in Macroeconomic Forecasting
por: Carriero, Andrea, et al.
Publicado: (2026) -
Explainable Machine Learning for Macroeconomic and Financial Nowcasting: A Decision-Grade Framework for Business and Policy
por: Attolico, Luca
Publicado: (2025)