Genetic Programming in Economic Modelling

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@InProceedings{duyvesteyn:2005:CEC,
  author =       "Korneel Duyvesteyn and Uzay Kaymak",
  title =        "Genetic Programming in Economic Modelling",
  booktitle =    "Proceedings of the 2005 IEEE Congress on Evolutionary
                 Computation",
  year =         "2005",
  editor =       "David Corne and Zbigniew Michalewicz and 
                 Marco Dorigo and Gusz Eiben and David Fogel and Carlos Fonseca and 
                 Garrison Greenwood and Tan Kay Chen and 
                 Guenther Raidl and Ali Zalzala and Simon Lucas and Ben Paechter and 
                 Jennifier Willies and Juan J. Merelo Guervos and 
                 Eugene Eberbach and Bob McKay and Alastair Channon and 
                 Ashutosh Tiwari and L. Gwenn Volkert and 
                 Dan Ashlock and Marc Schoenauer",
  volume =       "2",
  pages =        "1025--1031",
  address =      "Edinburgh, UK",
  publisher_address = "445 Hoes Lane, P.O. Box 1331, Piscataway, NJ
                 08855-1331, USA",
  month =        "2-5 " # sep,
  organisation = "IEEE Computational Intelligence Society, Institution
                 of Electrical Engineers (IEE), Evolutionary Programming
                 Society (EPS)",
  publisher =    "IEEE Press",
  keywords =     "genetic algorithms, genetic programming",
  ISBN =         "0-7803-9363-5",
  DOI =          "doi:10.1109/CEC.2005.1554803",
  abstract =     "Typically, economists develop models by first
                 selecting a model structure based on theoretical
                 considerations and equilibrium conditions, followed by
                 parameter estimation from available data. As more and
                 more data become available about economic processes,
                 the question arises whether it is possible to obtain
                 models in which {"}data speak for themselves{"}, where
                 both the model structure and the parameter values are
                 identified directly from the data. In this paper, we
                 discuss how genetic programming might be used for this
                 purpose. We propose a framework to formulate a genetic
                 programming search for suitable economic models. We
                 also study a simple case and discuss future directions
                 of research for developing the genetic programming
                 methodology for economic modelling.",
  notes =        "CEC2005 - A joint meeting of the IEEE, the IEE, and
                 the EPS.",
}

Genetic Programming entries for Korneel Duyvesteyn Uzay Kaymak

Citations