Artificial Neural Networks in Economic Forecasting
About this Project
ANNEF is a project focusing on the interdisciplinary areas of economics, computer science, and statistics.
With recent advances in artificial neural networks, ANNs are are shown to be excellent in image recognition and translation tasks. But we found relatively rare work done on examining the power of artificial neural networks on time series tasks.
In this project, we aim to implement a wide range of models, both from structural and non-structural, to forecast various economic indicators, including unemployment and foreign exchange rates.
In addition to the neural networks, we also deployed various other machine learning techniques, like the genetic algorithm, in hyper-parameter tunning.
For a more completed note on what we do in this project, please refer to our documentation page. (Documentation Link)