Artificial neural networks to solve dynamic programming problems: A bias-corrected Monte Carlo operator
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- Pascal, Julien, 2024. "Artificial neural networks to solve dynamic programming problems: A bias-corrected Monte Carlo operator," Journal of Economic Dynamics and Control, Elsevier, vol. 162(C).
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Cited by:
- Julien Pascal, 2024. "Heterogeneity in macroeconomic models: A review of theory and computation," BCL working papers 185, Central Bank of Luxembourg.
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More about this item
Keywords
Dynamic programming; Artificial Neural Network; Machine Learning; Monte Carlo;All these keywords.
JEL classification:
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C68 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computable General Equilibrium Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2023-06-19 (Big Data)
- NEP-CMP-2023-06-19 (Computational Economics)
- NEP-DGE-2023-06-19 (Dynamic General Equilibrium)
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