An Econometric Approach to Neural Network Model Selection for Financial Time Series analysis
Nikos Thomaidis (Department of Financial Engineering & Management University of the Aegean)
- Seminars Econometric Institute
Nikos Thomaidis (Department of Financial Engineering & Management University of the Aegean)
Wilko Bolt (De Nederlandsche Bank)
Jasper Blom, Frank Kalshoven, Ewald Engelen, Roel Janssen
Lars Norden (RSM)
René Stulz (Ohio State university)
Amine Ouazad (INSEAD)
Joseph A. Clougherty (University of Illinois at Urbana-Champaign, and CEPR-London)
Vincent Sterk (University of Amsterdam and DNB)
Markus Kirchner (University of Amsterdam)
Brandon Julio (London Business School)
Aureo de Paula (UPenn)
Randi Hjalmarsson (Queen Mary, University of London)
Tobias Klein (Tilburg University)
Thomas Siedler (DIW Berlin (SOEP) & University of Essex (ISER))
Dan Ladley (University of Leicester)
Philippe Bacchetta (University of Lausanne)
Jenny Aker (Tufts University)
Luc Laeven (I.M.F)
Claudio Mezzetti (University of Warwick)
Eva-Susanne Hendriks (UvA)