Macro-economic Time Series Modeling and Interaction Networks

Created by W.Langdon from gp-bibliography.bib Revision:1.7615

@InProceedings{Kronberger:evoapps11,

• author = "Gabriel Kronberger and Stefan Fink and Michael Kommenda and Michael Affenzeller",
• title = "Macro-economic Time Series Modeling and Interaction Networks",
• booktitle = "Applications of Evolutionary Computing, EvoApplications 2011: {EvoCOMNET}, {EvoFIN}, {EvoHOT}, {EvoMUSART}, {EvoSTIM}, {EvoTRANSLOG}",
• year = "2011",
• month = "27-29 " # apr,
• editor = "Cecilia {Di Chio} and Anthony Brabazon and Gianni {Di Caro} and Rolf Drechsler and Marc Ebner and Muddassar Farooq and Joern Grahl and Gary Greenfield and Christian Prins and Juan Romero and Giovanni Squillero and Ernesto Tarantino and Andrea G. B. Tettamanzi and Neil Urquhart and A. Sima Uyar",
• series = "LNCS",
• volume = "6625",
• publisher = "Springer Verlag",
• address = "Turin, Italy",
• publisher_address = "Berlin",
• pages = "101--110",
• organisation = "EvoStar",
• keywords = "genetic algorithms, genetic programming, Finance, Econometrics",
• isbn13 = "978-3-642-20519-4",
• DOI = "doi:10.1007/978-3-642-20520-0_11",
• abstract = "Macro-economic models describe the dynamics of economic quantities. The estimations and forecasts produced by such models play a substantial role for financial and political decisions. In this contribution we describe an approach based on genetic programming and symbolic regression to identify variable interactions in large datasets. In the proposed approach multiple symbolic regression runs are executed for each variable of the dataset to find potentially interesting models. The result is a variable interaction network that describes which variables are most relevant for the approximation of each variable of the dataset. This approach is applied to a macro-economic dataset with monthly observations of important economic indicators in order to identify potentially interesting dependencies of these indicators. The resulting interaction network of macro-economic indicators is briefly discussed and two of the identified models are presented in detail. The two models approximate the help wanted index and the CPI inflation in the US.",
• notes = "Part of \cite{DiChio:2011:evo_b} EvoApplications2011 held inconjunction with EuroGP'2011, EvoCOP2011 and EvoBIO2011",

}

Genetic Programming entries for Gabriel Kronberger Stefan Fink Michael Kommenda Michael Affenzeller

Citations