Inflation and Unemployment Forecasting with Genetic Support Vector Regression

Created by W.Langdon from gp-bibliography.bib Revision:1.4020

  author =       "Georgios Sermpinis and Charalampos Stasinakis and 
                 Konstantinos Theofilatos and 
                 Andreas Karathanasopoulos",
  title =        "Inflation and Unemployment Forecasting with Genetic
                 Support Vector Regression",
  journal =      "Journal of Forecasting",
  volume =       "33",
  number =       "6",
  year =         "2014",
  pages =        "471--487",
  keywords =     "genetic algorithms, genetic programming, support
                 vector regression, forecasting, inflation,
  publisher =    "John Wiley \& Sons Ltd.",
  ISSN =         "1099-131X",
  URL =          "",
  URL =          "",
  DOI =          "doi:10.1002/for.2296",
  abstract =     "In this paper a hybrid genetic algorithm-support
                 vector regression (GA-SVR) model in economic
                 forecasting and macroeconomic variable selection is
                 introduced. The proposed algorithm is applied to the
                 task of forecasting US inflation and unemployment.
                 GA-SVR genetically optimises the SVR parameters and
                 adapts to the optimal feature subset from a feature
                 space of potential inputs. The feature space includes a
                 wide pool of macroeconomic variables that might affect
                 the two series under study. The forecasting performance
                 of GA-SVR is benchmarked with a random walk model, an
                 autoregressive moving average model, a moving average
                 convergence/divergence model, a multi-layer perceptron,
                 a recurrent neural network and a genetic programming
                 algorithm. In terms of our results, GA-SVR outperforms
                 all benchmark models and provides evidence on which
                 macroeconomic variables can be relevant predictors of
                 US inflation and unemployment in the specific period
                 under study.",

Genetic Programming entries for Georgios Sermpinis Charalampos Stasinakis Konstantinos A Theofilatos Andreas S Karathanasopoulos