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%% This BibTeX bibliography file was created using BibDesk.
%% http://bibdesk.sourceforge.net/
%% Created for Patrick Altmeyer at 2021-12-01 11:18:31 +0100
%% Saved with string encoding Unicode (UTF-8)
@article{daxberger2021laplace,
author = {Daxberger, Erik and Kristiadi, Agustinus and Immer, Alexander and Eschenhagen, Runa and Bauer, Matthias and Hennig, Philipp},
date-added = {2021-12-01 11:18:27 +0100},
date-modified = {2021-12-01 11:18:27 +0100},
journal = {Advances in Neural Information Processing Systems},
title = {Laplace Redux-Effortless Bayesian Deep Learning},
volume = {34},
year = {2021}}
@article{kihoro2004seasonal,
author = {Kihoro, J and Otieno, RO and Wafula, C},
date-added = {2021-11-30 16:22:24 +0100},
date-modified = {2021-11-30 16:22:24 +0100},
publisher = {African Journal of Science and Technology (AJST)},
title = {Seasonal time series forecasting: A comparative study of ARIMA and ANN models},
year = {2004}}
@url{olah2015understanding,
author = {Chris Olah},
date-added = {2021-11-30 16:18:24 +0100},
date-modified = {2021-11-30 16:20:01 +0100},
title = {Understanding LSTM Networks},
url = {https://colah.github.io/posts/2015-08-Understanding-LSTMs/},
year = {2015},
bdsk-url-1 = {https://colah.github.io/posts/2015-08-Understanding-LSTMs/}}
@article{zhang2003time,
author = {Zhang, G Peter},
date-added = {2021-11-30 16:18:16 +0100},
date-modified = {2021-11-30 16:18:16 +0100},
journal = {Neurocomputing},
pages = {159--175},
publisher = {Elsevier},
title = {Time series forecasting using a hybrid ARIMA and neural network model},
volume = {50},
year = {2003}}
@article{zhang1998forecasting,
author = {Zhang, Guoqiang and Patuwo, B Eddy and Hu, Michael Y},
date-added = {2021-11-30 16:18:01 +0100},
date-modified = {2021-11-30 16:18:01 +0100},
journal = {International journal of forecasting},
number = {1},
pages = {35--62},
publisher = {Elsevier},
title = {Forecasting with artificial neural networks:: The state of the art},
volume = {14},
year = {1998}}
@article{srivastava2014dropout,
author = {Srivastava, Nitish and Hinton, Geoffrey and Krizhevsky, Alex and Sutskever, Ilya and Salakhutdinov, Ruslan},
date-added = {2021-11-30 16:17:42 +0100},
date-modified = {2021-11-30 16:17:42 +0100},
journal = {The journal of machine learning research},
number = {1},
pages = {1929--1958},
publisher = {JMLR. org},
title = {Dropout: a simple way to prevent neural networks from overfitting},
volume = {15},
year = {2014}}
@article{sims1986forecasting,
author = {Sims, Christopher A and others},
date-added = {2021-11-30 16:17:20 +0100},
date-modified = {2021-11-30 16:17:20 +0100},
journal = {Quarterly Review},
number = {Win},
pages = {2--16},
publisher = {Federal Reserve Bank of Minneapolis},
title = {Are forecasting models usable for policy analysis?},
volume = {10},
year = {1986}}
@article{romer1989does,
author = {Romer, Christina D and Romer, David H},
date-added = {2021-11-30 16:17:01 +0100},
date-modified = {2021-11-30 16:17:01 +0100},
journal = {NBER macroeconomics annual},
pages = {121--170},
publisher = {MIT Press},
title = {Does monetary policy matter? A new test in the spirit of Friedman and Schwartz},
volume = {4},
year = {1989}}
@book{perry2010economic,
author = {Perry, George L and Tobin, James},
date-added = {2021-11-30 16:16:41 +0100},
date-modified = {2021-11-30 16:16:41 +0100},
publisher = {Brookings Institution Press},
title = {Economic Events, Ideas, and Policies: the 1960s and after},
year = {2010}}
@article{mcculloch1990logical,
author = {McCulloch, Warren S and Pitts, Walter},
date-added = {2021-11-30 16:15:37 +0100},
date-modified = {2021-11-30 16:15:37 +0100},
journal = {Bulletin of mathematical biology},
number = {1},
pages = {99--115},
publisher = {Springer},
title = {A logical calculus of the ideas immanent in nervous activity},
volume = {52},
year = {1990}}
@article{mccracken2016fred,
author = {McCracken, Michael W and Ng, Serena},
date-added = {2021-11-30 16:15:07 +0100},
date-modified = {2021-11-30 16:15:07 +0100},
journal = {Journal of Business \& Economic Statistics},
number = {4},
pages = {574--589},
publisher = {Taylor \& Francis},
title = {FRED-MD: A monthly database for macroeconomic research},
volume = {34},
year = {2016}}
@book{lutkepohl2005new,
author = {L{\"u}tkepohl, Helmut},
date-added = {2021-11-30 16:14:48 +0100},
date-modified = {2021-11-30 16:14:48 +0100},
publisher = {Springer Science \& Business Media},
title = {New introduction to multiple time series analysis},
year = {2005}}
@article{lucas1976econometric,
author = {Lucas, JR},
date-added = {2021-11-30 16:13:48 +0100},
date-modified = {2021-11-30 16:13:48 +0100},
title = {Econometric policy evaluation: a critique `, in K. Brunner and A Meltzer, The Phillips curve and labor markets, North Holland},
year = {1976}}
@article{kydland1982time,
author = {Kydland, Finn E and Prescott, Edward C},
date-added = {2021-11-30 16:12:41 +0100},
date-modified = {2021-11-30 16:12:41 +0100},
journal = {Econometrica: Journal of the Econometric Society},
pages = {1345--1370},
publisher = {JSTOR},
title = {Time to build and aggregate fluctuations},
year = {1982}}
@article{kingma2014adam,
author = {Kingma, Diederik P and Ba, Jimmy},
date-added = {2021-11-30 16:12:11 +0100},
date-modified = {2021-11-30 16:12:11 +0100},
journal = {arXiv preprint arXiv:1412.6980},
title = {Adam: A method for stochastic optimization},
year = {2014}}
@article{kendall2017uncertainties,
author = {Kendall, Alex and Gal, Yarin},
date-added = {2021-11-30 16:11:28 +0100},
date-modified = {2021-11-30 16:11:28 +0100},
journal = {arXiv preprint arXiv:1703.04977},
title = {What uncertainties do we need in bayesian deep learning for computer vision?},
year = {2017}}
@article{joseph2021forecasting,
author = {Joseph, Andreas and Kalamara, Eleni and Kapetanios, George and Potjagailo, Galina},
date-added = {2021-11-30 16:11:00 +0100},
date-modified = {2021-11-30 16:11:00 +0100},
title = {Forecasting uk inflation bottom up},
year = {2021}}
@article{hochreiter1997long,
author = {Hochreiter, Sepp and Schmidhuber, J{\"u}rgen},
date-added = {2021-11-30 16:10:40 +0100},
date-modified = {2021-11-30 16:10:40 +0100},
journal = {Neural computation},
number = {8},
pages = {1735--1780},
publisher = {MIT Press},
title = {Long short-term memory},
volume = {9},
year = {1997}}
@inproceedings{ho1995random,
author = {Ho, Tin Kam},
booktitle = {Proceedings of 3rd international conference on document analysis and recognition},
date-added = {2021-11-30 16:10:18 +0100},
date-modified = {2021-11-30 16:10:18 +0100},
organization = {IEEE},
pages = {278--282},
title = {Random decision forests},
volume = {1},
year = {1995}}
@article{hamzaccebi2008improving,
author = {Hamza{\c{c}}ebi, Co{\c{s}}kun},
date-added = {2021-11-30 16:09:55 +0100},
date-modified = {2021-11-30 16:09:55 +0100},
journal = {Information Sciences},
number = {23},
pages = {4550--4559},
publisher = {Elsevier},
title = {Improving artificial neural networks' performance in seasonal time series forecasting},
volume = {178},
year = {2008}}
@book{hamilton2020time,
author = {Hamilton, James Douglas},
date-added = {2021-11-30 16:09:14 +0100},
date-modified = {2021-11-30 16:09:14 +0100},
publisher = {Princeton university press},
title = {Time series analysis},
year = {2020}}
@article{greene2012econometric,
author = {Greene, William H},
date-added = {2021-11-30 16:08:10 +0100},
date-modified = {2021-11-30 16:08:10 +0100},
journal = {Stern School of Business, New York University},
title = {Econometric analysis, 71e},
year = {2012}}
@article{goodfriend2005incredible,
author = {Goodfriend, Marvin and King, Robert G},
date-added = {2021-11-30 16:07:41 +0100},
date-modified = {2021-11-30 16:07:41 +0100},
journal = {Journal of Monetary Economics},
number = {5},
pages = {981--1015},
publisher = {Elsevier},
title = {The incredible Volcker disinflation},
volume = {52},
year = {2005}}
@book{friedman2008monetary,
author = {Friedman, Milton and Schwartz, Anna Jacobson},
date-added = {2021-11-30 16:07:18 +0100},
date-modified = {2021-11-30 16:07:18 +0100},
publisher = {Princeton University Press},
title = {A monetary history of the United States, 1867-1960},
volume = {14},
year = {2008}}
@article{fix1951important,
author = {Fix, E and Hodges, J},
date-added = {2021-11-30 16:06:50 +0100},
date-modified = {2021-11-30 16:06:50 +0100},
journal = {International Statistical Review},
number = {57},
pages = {233--238},
title = {An important contribution to nonparametric discriminant analysis and density estimation},
volume = {3},
year = {1951}}
@inproceedings{dorffner1996neural,
author = {Dorffner, Georg},
booktitle = {Neural network world},
date-added = {2021-11-30 16:06:23 +0100},
date-modified = {2021-11-30 16:06:23 +0100},
organization = {Citeseer},
title = {Neural networks for time series processing},
year = {1996}}
@article{cortes1995support,
author = {Cortes, Corinna and Vapnik, Vladimir},
date-added = {2021-11-30 16:06:00 +0100},
date-modified = {2021-11-30 16:06:00 +0100},
journal = {Machine learning},
number = {3},
pages = {273--297},
publisher = {Springer},
title = {Support-vector networks},
volume = {20},
year = {1995}}
@book{brock1991nonlinear,
author = {Brock, William Allen and Brock, William A and Hsieh, David Arthur and LeBaron, Blake Dean and Brock, William E},
date-added = {2021-11-30 16:05:31 +0100},
date-modified = {2021-11-30 16:05:31 +0100},
publisher = {MIT press},
title = {Nonlinear dynamics, chaos, and instability: statistical theory and economic evidence},
year = {1991}}
@misc{bernanke1990federal,
author = {Bernanke, Ben S},
date-added = {2021-11-30 16:04:02 +0100},
date-modified = {2021-11-30 16:04:02 +0100},
publisher = {National Bureau of Economic Research Cambridge, Mass., USA},
title = {The federal funds rate and the channels of monetary transnission},
year = {1990}}
@manual{altmeyer2021deepvars,
author = {Patrick Altmeyer},
date-added = {2021-11-23 09:38:21 +0100},
date-modified = {2021-11-30 16:34:10 +0100},
note = {R package version 0.1.0},
title = {deepvars: Deep Vector Autoregession},
year = {2021}}
@article{houlsby2011bayesian,
author = {Houlsby, Neil and Husz{\'a}r, Ferenc and Ghahramani, Zoubin and Lengyel, M{\'a}t{\'e}},
date-added = {2021-11-15 15:53:40 +0100},
date-modified = {2021-11-15 15:53:40 +0100},
journal = {arXiv preprint arXiv:1112.5745},
title = {Bayesian active learning for classification and preference learning},
year = {2011}}
@book{murphy2012machine,
author = {Murphy, Kevin P},
date-added = {2021-11-11 17:21:46 +0100},
date-modified = {2021-11-11 17:21:46 +0100},
publisher = {MIT press},
title = {Machine learning: a probabilistic perspective},
year = {2012}}
@inproceedings{karimi2021algorithmic,
author = {Karimi, Amir-Hossein and Sch{\"o}lkopf, Bernhard and Valera, Isabel},
booktitle = {Proceedings of the 2021 ACM Conference on Fairness, Accountability, and Transparency},
date-added = {2021-10-20 10:26:17 +0200},
date-modified = {2021-10-20 10:26:17 +0200},
pages = {353--362},
title = {Algorithmic recourse: from counterfactual explanations to interventions},
year = {2021}}
@article{karimi2020algorithmic,
author = {Karimi, Amir-Hossein and Von K{\"u}gelgen, Julius and Sch{\"o}lkopf, Bernhard and Valera, Isabel},
date-added = {2021-10-20 10:25:47 +0200},
date-modified = {2021-10-20 10:25:47 +0200},
journal = {arXiv preprint arXiv:2006.06831},
title = {Algorithmic recourse under imperfect causal knowledge: a probabilistic approach},
year = {2020}}
@article{bholat2020impact,
author = {Bholat, D and Gharbawi, M and Thew, O},
date-added = {2021-10-19 13:32:47 +0200},
date-modified = {2021-10-19 13:32:47 +0200},
journal = {Bank of England Quarterly Bulletin, Q4},
title = {The Impact of Covid on Machine Learning and Data Science in UK Banking},
year = {2020}}
@article{zheng2018dags,
author = {Zheng, Xun and Aragam, Bryon and Ravikumar, Pradeep and Xing, Eric P},
date-added = {2021-10-19 11:58:43 +0200},
date-modified = {2021-10-19 11:58:43 +0200},
journal = {arXiv preprint arXiv:1803.01422},
title = {Dags with no tears: Continuous optimization for structure learning},
year = {2018}}
@article{lachapelle2019gradient,
author = {Lachapelle, S{\'e}bastien and Brouillard, Philippe and Deleu, Tristan and Lacoste-Julien, Simon},
date-added = {2021-10-19 11:57:37 +0200},
date-modified = {2021-10-19 11:57:37 +0200},
journal = {arXiv preprint arXiv:1906.02226},
title = {Gradient-based neural dag learning},
year = {2019}}
@book{pearl2018book,
author = {Pearl, Judea and Mackenzie, Dana},
date-added = {2021-10-19 11:51:21 +0200},
date-modified = {2021-10-19 11:51:21 +0200},
publisher = {Basic books},
title = {The book of why: the new science of cause and effect},
year = {2018}}
@article{pearl2019seven,
author = {Pearl, Judea},
date-added = {2021-10-19 11:49:47 +0200},
date-modified = {2021-10-19 11:49:47 +0200},
journal = {Communications of the ACM},
number = {3},
pages = {54--60},
publisher = {ACM New York, NY, USA},
title = {The seven tools of causal inference, with reflections on machine learning},
volume = {62},
year = {2019}}
@inproceedings{carlini2017towards,
author = {Carlini, Nicholas and Wagner, David},
booktitle = {2017 ieee symposium on security and privacy (sp)},
date-added = {2021-10-18 11:33:23 +0200},
date-modified = {2021-10-18 11:33:23 +0200},
organization = {IEEE},
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number = {7},
pages = {1097},
publisher = {American Psychological Association},
title = {The stability of behavior: I. On predicting most of the people much of the time.},
volume = {37},
year = {1979}}