Genetic multi-model composite forecast for non-linear prediction of exchange rates
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DOI: 10.1007/s00181-005-0249-5
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Cited by:
- Clements, Kenneth W. & Lan, Yihui, 2010.
"A new approach to forecasting exchange rates,"
Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1424-1437, November.
- Kenneth W Clements & Yihui Lan, 2006. "A New Approach to Forecasting Exchange Rates," Economics Discussion / Working Papers 06-29, The University of Western Australia, Department of Economics.
- Oscar Claveria & Enric Monte & Salvador Torra, 2018.
"“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”,"
AQR Working Papers
201801, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2018.
- Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”," IREA Working Papers 201801, University of Barcelona, Research Institute of Applied Economics, revised Jan 2018.
- Oscar Claveria & Enric Monte & Salvador Torra, 2018. "Tracking economic growth by evolving expectations via genetic programming: A two-step approach," Working Papers XREAP2018-4, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2018.
- Oscar Claveria & Enric Monte & Salvador Torra, 2018. "A Data-Driven Approach to Construct Survey-Based Indicators by Means of Evolutionary Algorithms," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 135(1), pages 1-14, January.
- Oscar Claveria & Enric Monte & Salvador Torra, 2017.
"Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming,"
IREA Working Papers
201711, University of Barcelona, Research Institute of Applied Economics, revised May 2017.
- Oscar Claveria & Enric Monte & Salvador Torra, 2017. "“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”," AQR Working Papers 201706, University of Barcelona, Regional Quantitative Analysis Group, revised May 2017.
- Oscar Claveria & Enric Monte & Salvador Torra, 2019. "Evolutionary Computation for Macroeconomic Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 53(2), pages 833-849, February.
- Sorić, Petar & Lolić, Ivana & Claveria, Oscar & Monte, Enric & Torra, Salvador, 2019. "Unemployment expectations: A socio-demographic analysis of the effect of news," Labour Economics, Elsevier, vol. 60(C), pages 64-74.
- Jying-Nan Wang & Jiangze Du & Chonghui Jiang & Kin-Keung Lai, 2019. "Chinese Currency Exchange Rates Forecasting with EMD-Based Neural Network," Complexity, Hindawi, vol. 2019, pages 1-15, October.
- Oscar Claveria & Enric Monte & Salvador Torra, 2017. "A new approach for the quantification of qualitative measures of economic expectations," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(6), pages 2685-2706, November.
- Marcos Álvarez-Díaz & Rangan Gupta, 2015. "Forecasting the US CPI: Does Nonlinearity Matter?," Working Papers 201512, University of Pretoria, Department of Economics.
- Alvarez-Diaz, Marcos & Caballero Miguez, Gonzalo, 2008. "The quality of institutions: A genetic programming approach," Economic Modelling, Elsevier, vol. 25(1), pages 161-169, January.
- Claveria, Oscar & Monte, Enric & Torra, Salvador, 2020. "Economic forecasting with evolved confidence indicators," Economic Modelling, Elsevier, vol. 93(C), pages 576-585.
- Oscar Claveria & Enric Monte & Salvador Torra, 2021.
"“Nowcasting and forecasting GDP growth with machine-learning sentiment indicators”,"
AQR Working Papers
202101, University of Barcelona, Regional Quantitative Analysis Group, revised Feb 2021.
- Oscar Claveria & Enric Monte & Salvador Torra, 2021. ""Nowcasting and forecasting GDP growth with machine-learning sentiment indicators"," IREA Working Papers 202103, University of Barcelona, Research Institute of Applied Economics, revised Feb 2021.
More about this item
Keywords
Composite-forecast or data-fusion; genetic programming; neural networks; exchange-rate forecasting; C14; C53; G14;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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