SEARCHING FOR DIVISIA/INFLATION RELATIONSHIPS WITH THE AGGREGATE FEEDFORWARD NEURAL NETWORK

Vincent A. Schmidt and Jane M. Binner

A chapter in Applications of Artificial Intelligence in Finance and Economics, 2004, pp 225-241 from Emerald Group Publishing Limited

Abstract: Divisia component data is used in the training of an Aggregate Feedforward Neural Network (AFFNN), a general-purpose connectionist system designed to assist with data mining activities. The neural network is able to learn the money-price relationship, defined as the relationships between the rate of growth of the money supply and inflation. Learned relationships are expressed in terms of an automatically generated series of human-readable and machine-executable rules, shown to meaningfully and accurately describe inflation in terms of the original values of the Divisia component dataset.

Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:eme:aecozz:s0731-9053(04)19009-9

DOI: 10.1016/S0731-9053(04)19009-9

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