Assessment of the effect of the financial crisis on agents expectations through symbolic regression
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- @Article{Claveria:2017:AEL,
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author = "Oscar Claveria and Enric Monte and Salvador Torra",
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title = "Assessment of the effect of the financial crisis on
agents expectations through symbolic regression",
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journal = "Applied Economics Letters",
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year = "2017",
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volume = "24",
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number = "9",
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pages = "648--652",
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keywords = "genetic algorithms, genetic programming, Symbolic
regression, evolutionary algorithms, tendency surveys,
expectations, forecasting",
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ISSN = "1350-4851",
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URL = "https://doi.org/10.1080/13504851.2016.1218419",
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size = "6 pages",
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abstract = "Agents perceptions on the state of the economy can be
affected during economic crises. Tendency surveys are
the main source of agents expectations. The main
objective of this study is to assess the impact of the
2008 financial crisis on agents expectations. With this
aim, we evaluate the capacity of survey-based
expectations to anticipate economic growth in the
United States, Japan, Germany and the United Kingdom.
We propose a symbolic regression (SR) via genetic
programming approach to derive mathematical functional
forms that link survey-based expectations to GDP
growth. By combining the main SR-generated indicators,
we generate estimates of the evolution of GDP. Finally,
we analyse the effect of the crisis on the formation of
expectations, and we find an improvement in the
capacity of agents expectations to anticipate economic
growth after the crisis in all countries except
Germany.",
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notes = "https://www.tandfonline.com/loi/rael20
AQR-IREA (Institute of Applied Economics Research),
University of Barcelona (UB), Barcelona, Spain",
- }
Genetic Programming entries for
Oscar Claveria Gonzalez
Enric Monte Moreno
Salvador Torra
Citations