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Time Series Modelling with Neural Networks

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Effective Statistical Learning Methods for Actuaries III

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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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Denuit, M., Hainaut, D., Trufin, J. (2019). Time Series Modelling with Neural Networks. In: Effective Statistical Learning Methods for Actuaries III. Springer Actuarial(). Springer, Cham. https://doi.org/10.1007/978-3-030-25827-6_8

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