Data di Pubblicazione:
1995
Citazione:
Non-linear Modelling of Dutch mortgage Market / Gardin, F; Virili, Francesco. - In: ECONOMIC & FINANCIAL COMPUTING. - ISSN 0962-2780. - 5(2):(1995), pp. 131-145.
Abstract:
The authors describe an
application of neural networks to shortterm forecasting of mor tgage loan
production in The Netherlands. Quite
accurate out-of-sample pr edi c t ions are
obtained using non-linear modelling. In the
first par t some existing linear models are
reviewed and an estimation of a mortgage
production function is given in accord with
the economic theory. Then an analysis of
the neural network. structure, components
and its training is provided. Finally the
results obtained are tested and discussed.
application of neural networks to shortterm forecasting of mor tgage loan
production in The Netherlands. Quite
accurate out-of-sample pr edi c t ions are
obtained using non-linear modelling. In the
first par t some existing linear models are
reviewed and an estimation of a mortgage
production function is given in accord with
the economic theory. Then an analysis of
the neural network. structure, components
and its training is provided. Finally the
results obtained are tested and discussed.
Tipologia CRIS:
1.1 Articolo in rivista
Elenco autori:
Gardin, F; Virili, Francesco
Link alla scheda completa:
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