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Evolutionary computation for macroeconomic forecasting

Autor
Claveria, O.; Monte, E.; Torra Porras, Salvador
Tipus d'activitat
Article en revista
Revista
Computational economics
Data de publicació
2017-11-07
Pàgina inicial
1
Pàgina final
17
DOI
https://doi.org/10.1007/s10614-017-9767-4 Obrir en finestra nova
Repositori
http://hdl.handle.net/2117/112094 Obrir en finestra nova
URL
https://link.springer.com/article/10.1007%2Fs10614-017-9767-4 Obrir en finestra nova
Resum
The final publication is available at Springer via http://dx.doi.org/10.1007/s10614-017-9767-4 The main objective of this study is twofold. First, we propose an empirical modelling approach based on genetic programming to forecast economic growth by means of survey data on expectations. We use evolutionary algorithms to estimate a symbolic regression that links survey-based expectations to a quantitative variable used as a yardstick, deriving mathematical functional forms that approximate the ta...
Citació
Claveria, O., Monte, E., Torra Porras, S. Evolutionary computation for macroeconomic forecasting. "Computational economics", 7 Novembre 2017, p. 1-17.
Paraules clau
Business and consumer surveys, Evolutionary algorithms, Expectations, Forecasting, Genetic programming, Symbolic regression
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