An Arti cial Neural Network System of Leading Indicators

نویسندگان

  • Andrew P. Blake
  • Gonzalo Camba-Mendez
  • George Kapetanios
چکیده

We construct an arti cial neural network to act as a system of leading indicators. We focus on radial basis functions as the architecture and forward selection as the method for determining the number of basis functions in the network. A brief review is given of the advantages of this as a strategy. Using common heuristics to determine scaling, radii and centre population, we nd that the results for output growth prediction for six European countries are promising. JEL classi cation: C45, C53, E22

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تاریخ انتشار 1999