An artificial neural network for mixed frequency data
An artificial neural network for mixed frequency data is a scholarly work, published in 2019 in ''Expert Systems with Applications''. The main subjects of the publication include raw data, data mining, artificial intelligence, computer science, data pre-processing, artificial neural network, backpropagation, nonlinear system, machine learning, market forecast, field, and algorithm. The authors conduct extensive Monte Carlo simulations and a real-world application to illustrate the efficacy of the ANN-(U-)MIDAS, and then compare its decent performance with those of other competing models in terms of goodness-of-fit and predictive ability.