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Time Series Modelling with Neural Networks

  • Michel Denuit
  • Donatien Hainaut
  • Julien Trufin
Chapter
Part of the Springer Actuarial book series (SPACT)

Abstract

The main objective of time series analysis is to provide mathematical models that offer a plausible description for a sample of data indexed by time. Time series modelling may be applied in many different fields. In finance, it is used for explaining the evolution of asset returns. In actuarial sciences, it may be used for forecasting the number of claims caused by natural phenomenons or for claims reserving.

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Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Michel Denuit
    • 1
  • Donatien Hainaut
    • 2
  • Julien Trufin
    • 3
  1. 1.Université Catholique LouvainLouvain-la-NeuveBelgium
  2. 2.Université Catholique de LouvainLouvain-la-NeuveFrance
  3. 3.Université Libre de BruxellesBrusselsBelgium

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