Mortality rate forecasting: can recurrent neural networks beat the Lee-Carter model?

G\'abor Petneh\'azi and J\'ozsef G\'all

Papers from arXiv.org

Abstract: This article applies a long short-term memory recurrent neural network to mortality rate forecasting. The model can be trained jointly on the mortality rate history of different countries, ages, and sexes. The RNN-based method seems to outperform the popular Lee-Carter model.

Date: 2019-09, Revised 2019-10
New Economics Papers: this item is included in nep-big, nep-cmp and nep-for
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