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Quantification of survey expectations by means of symbolic regression via genetic programming to estimate economic growth in central and eastern european economies

Author
Claveria, O.; Monte, E.; Torra Porras, Salvador
Type of activity
Journal article
Journal
Eastern european economics
Date of publication
2016-03-21
Volume
54
Number
2
First page
171
Last page
189
DOI
https://doi.org/10.1080/00128775.2015.1136564 Open in new window
Project funding
Investigación avanzada en tecnologías del habla para aplicación a entornos audiovisuales (SpeechTech4All)
Repository
http://hdl.handle.net/2117/90011 Open in new window
URL
http://www.tandfonline.com/doi/abs/10.1080/00128775.2015.1136564 Open in new window
Abstract
Tendency surveys are the main source of agents' expectations. This study has a twofold aim. First, it proposes a new method to quantify survey-based expectations by means of symbolic regression (SR) via genetic programming. Second, it combines the main SR-generated indicators to estimate the evolution of GDP, obtaining the best results for the Czech Republic and Hungary. Finally, it assesses the impact of the 2008 financial crisis, finding that the capacity of agents' expectations to anticipate ...
Citation
Claveria, O., Monte, E., Torra Porras, S. Quantification of survey expectations by means of symbolic regression via genetic programming to estimate economic growth in central and eastern european economies. "Eastern european economics", 21 Març 2016, vol. 54, núm. 2, p. 171-189.
Keywords
Business survey data, Carlson-parkin method, Consumer surveys, Economic climate indicators, Evolutionary algorithms, Financial crisis, Forecasting, Genetic programming, Inflation-expectations, Level survey data, Macroeconomic forecasts, Price expectations, Qualitative survey data, Quantifying survey expectations, Survey-based expectations, Symbolic regression, Tendency surveys
Group of research
IDEAI-UPC - Intelligent Data Science and Artificial Intelligence Research Center
TALP - Centre for Language and Speech Technologies and Applications
VEU - Speech Processing Group

Participants

  • Claveria González, Oscar  (author)
  • Monte Moreno, Enrique  (author)
  • Torra Porras, Salvador  (author)

Attachments