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May, 2023
深度学习解决和估计动态宏观金融模型
Deep Learning for Solving and Estimating Dynamic Macro-Finance Models
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Benjamin Fan, Edward Qiao, Anran Jiao, Zhouzhou Gu, Wenhao Li...
TL;DR
本文介绍利用深度学习解决和估计金融经济学中的经典连续时间一般均衡模型的方法，并以两个实例说明其优点。
Abstract
We develop a methodology that utilizes
deep learning
to simultaneously solve and estimate canonical
continuous-time general equilibrium models
in
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