Genetic Programming for New Zealand CPI Inflation Prediction

Created by W.Langdon from gp-bibliography.bib Revision:1.3872

@InProceedings{Xie:2007:cec,
  author =       "Huayang Xie and Mengjie Zhang and Peter Andreae",
  title =        "Genetic Programming for New Zealand CPI Inflation
                 Prediction",
  booktitle =    "2007 IEEE Congress on Evolutionary Computation",
  year =         "2007",
  editor =       "Dipti Srinivasan and Lipo Wang",
  pages =        "2538--2545",
  address =      "Singapore",
  month =        "25-28 " # sep,
  organization = "IEEE Computational Intelligence Society",
  publisher =    "IEEE Press",
  ISBN =         "1-4244-1340-0",
  file =         "1682.pdf",
  keywords =     "genetic algorithms, genetic programming",
  DOI =          "doi:10.1109/CEC.2007.4424790",
  abstract =     "Reserve Bank of New Zealand (RBNZ) is one of many
                 inflation-targeting central banks. The effective
                 conduct of monetary policy requires the capacity to
                 make accurate short and medium term predictions about
                 price inflation. The RBNZ's prediction system is very
                 complex, requiring many iterations and significant
                 input from human experts. This paper investigates the
                 capability of Genetic Programming (GP) to predict price
                 inflation over short and medium terms. By using
                 un-preprocessed economic time series over small
                 intervals, the experimental results demonstrate that GP
                 can produce predictions of price inflation with
                 accuracy comparable to the RBNZ's official prediction
                 system, over both short and medium terms.",
  notes =        "CEC 2007 - A joint meeting of the IEEE, the EPS, and
                 the IET.

                 IEEE Catalog Number: 07TH8963C",
}

Genetic Programming entries for Huayang Jason Xie Mengjie Zhang Peter Andreae

Citations