Economic forecasting with evolved confidence indicators
We present a machine-learning method for sentiment indicators construction that allows an
automated variable selection procedure. By means of genetic programming, we generate …
automated variable selection procedure. By means of genetic programming, we generate …
Unemployment expectations: A socio-demographic analysis of the effect of news
In this study, we evaluate the effect of news on consumer unemployment expectations for
sixteen socio-demographic groups. To this end, we construct an unemployment sentiment …
sixteen socio-demographic groups. To this end, we construct an unemployment sentiment …
A new approach for the quantification of qualitative measures of economic expectations
In this study a new approach to quantify qualitative survey data about the direction of change
is presented. We propose a data-driven procedure based on evolutionary computation that …
is presented. We propose a data-driven procedure based on evolutionary computation that …
Evolutionary computation for macroeconomic forecasting
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 …
approach based on genetic programming to forecast economic growth by means of survey …
A genetic programming approach for economic forecasting with survey expectations
We apply a soft computing method to generate country-specific economic sentiment
indicators that provide estimates of year-on-year GDP growth rates for 19 European …
indicators that provide estimates of year-on-year GDP growth rates for 19 European …
Using survey data to forecast real activity with evolutionary algorithms. A cross-country analysis
In this study we use survey expectations about a wide range of economic variables to
forecast real activity. We propose an empirical approach to derive mathematical functional …
forecast real activity. We propose an empirical approach to derive mathematical functional …
The bio-inspired optimization of trading strategies and its impact on the efficient market hypothesis and sustainable development strategies
R Dreżewski, G Dziuban, K Pająk - Sustainability, 2018 - mdpi.com
In this paper, the evolutionary algorithm for the optimization of Forex market trading
strategies is proposed. The introduction to issues related to the financial markets and the …
strategies is proposed. The introduction to issues related to the financial markets and the …
Empirical modelling of survey-based expectations for the design of economic indicators in five European regions
In this study we use agents' expectations about the state of the economy to generate
indicators of economic activity in twenty-six European countries grouped in five regions …
indicators of economic activity in twenty-six European countries grouped in five regions …
Application of evolutionary computation techniques in formulating short term tradings decisions in stock market
S Chattopadhyay - Available at SSRN 4701751, 2024 - papers.ssrn.com
The current study reviews various literatures available from Mendeley from the period 2005
to 2023 on application of evolutionary computation techniques for the short term stock …
to 2023 on application of evolutionary computation techniques for the short term stock …
Forecasting foreign exchange rates using support vector regression
F Bahramy, SF Crone - 2013 IEEE Conference on …, 2013 - ieeexplore.ieee.org
Support Vector Regression (SVR) algorithms have received increasing interest in
forecasting, promising nonlinear, non-parametric and data driven regression capabilities for …
forecasting, promising nonlinear, non-parametric and data driven regression capabilities for …