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Assessment of the effect of the financial crisis on agents’ expectations through symbolic regression

Autor
Claveria, O.; Monte, E.; Torra Porras, Salvador
Tipus d'activitat
Article en revista
Revista
Applied economics letters
Data de publicació
2016-12-16
Volum
24
Número
9
Pàgina inicial
648
Pàgina final
652
DOI
https://doi.org/10.1080/13504851.2016.1218419 Obrir en finestra nova
Repositori
http://dx.doi.org/10.1080/13504851.2016.1218419 Obrir en finestra nova
http://hdl.handle.net/2117/101084 Obrir en finestra nova
URL
http://www.tandfonline.com/loi/rael20 Obrir en finestra nova
Resum
Agents’ perceptions on the state of the economy can be affected during economic crises. Tendency surveys are the main source of agents’ expectations. The main objective of this study is to assess the impact of the 2008 financial crisis on agents’ expectations. With this aim, we evaluate the capacity of survey-based expectations to anticipate economic growth in the United States, Japan, Germany and the United Kingdom. We propose a symbolic regression (SR) via genetic programming approach to...
Citació
Claveria, O., Monte, E., Torra Porras, S. Assessment of the effect of the financial crisis on agents’ expectations through symbolic regression. "Applied economics letters", 16 Desembre 2016, vol. 24, núm. 9, p. 648-652.
Paraules clau
Evolutionary algorithms, Expectations, Forecasting, Genetic programming, Symbolic regression, Tendency surveys
Grup de recerca
IDEAI-UPC Intelligent Data Science and Artificial Intelligence
TALP - Centre de Tecnologies i Aplicacions del Llenguatge i la Parla
VEU - Grup de Tractament de la Parla

Participants

Arxius