Robert Proner

University of Western Ontario

Social Science Centre, Room 4071

London, Ontario N6A 5C2

Canada

Gordon S Lang School of Business and Economics, University of Guelph, Guelph, Canada

SCHOLARLY PAPERS

2

DOWNLOADS

1,099

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Multi-Factor Timing with Deep Learning

Number of pages: 73 Posted: 12 Feb 2024 Last Revised: 26 Mar 2024
Paul Cotturo, Fred Liu and Robert Proner
Deloitte LLP - Deloitte Canada, University of Guelph and University of Western Ontario
Downloads 992 (43,676)

Abstract:

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Factor Timing, Deep Learning, Economic Structure, Machine Learning, Multi-task Neural Networks, Big Data

2.

A Multi-Task Deep Learning Model for Inflation Forecasting: Dynamic Phillips Curve Neural Network

Number of pages: 36 Posted: 25 May 2023 Last Revised: 27 Nov 2023
Robert Proner
University of Western Ontario
Downloads 107 (467,123)

Abstract:

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Inflation forecasting, Deep learning, LSTM, LASSO, Random Forest