Exploració per autor "Torra Porras, Salvador"
Ara es mostren els items 21-40 de 40
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Let the data do the talking: empirical modelling of survey-based expectations by means of genetic programming
Claveria González, Oscar; Monte Moreno, Enrique; Torra Porras, Salvador (2017-07-05)
Report de recerca
Accés obertIn this study we use agents’ expectations about the state of the economy to generate indicators of economic activity in twenty-six European countries grouped in five regions (Western, Eastern, and Southern Europe, and ... -
Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regression model
Claveria, Oscar; Monte Moreno, Enrique; Torra Porras, Salvador (2016-08-16)
Article
Accés obertThis study presents an extension of the Gaussian process regression model for multiple-input multiple-output forecasting. This approach allows modelling the cross-dependencies between a given set of input variables and ... -
Modelling tourism demand to Spain with machine learning techniques. The impact of forecast horizon on model selection
Claveria, Oscar; Torra Porras, Salvador; Monte Moreno, Enrique (2016-12-01)
Article
Accés obertThis study assesses the influence of the forecast horizon on the forecasting performance of several machine learning techniques. We compare the fo recastaccuracy of Support Vector Regression (SVR) to Neural Network (NN) ... -
Multiple-input multiple-output vs. single-input single-output neural network forecasting
Claveria González, Oscar; Monte Moreno, Enrique; Torra Porras, Salvador (2015-07-09)
Report de recerca
Accés obertThis study attempts to improve the forecasting accuracy of tourism demand by using the existing common trends in tourist arrivals form all visitor markets to a specific destination in a multiple-input multiple-output (MIMO) ... -
Neural networks principal component analysis for estimating the generative multifactor model of returns under a statistical approach to the arbitrage pricing theory: Evidence from the mexican stock exchange
Ladrón de Guevara Cortés, Rogelio; Torra Porras, Salvador; Monte Moreno, Enrique (2019-01-01)
Article
Accés obertA nonlinear principal component analysis (NLPCA) represents an extension of the standard principal component analysis (PCA) that overcomes the limitation of the PCA’s assumption about the linearity of the model. The NLPCA ... -
Nowcasting and forecasting GDP growth with machine-learning sentiment indicators
Claveria González, Oscar; Monte Moreno, Enrique; Torra Porras, Salvador (2021-02-17)
Report de recerca
Accés obertWe apply the two-step machine-learning method proposed by Claveria et al. (2021) to generate country-specific sentiment indicators that provide estimates of year-on-year GDP growth rates. In the first step, by means of ... -
Quantification of survey expectations by means of symbolic regression via genetic programming to estimate economic growth in central and eastern european economies
Claveria, Oscar; Monte Moreno, Enrique; Torra Porras, Salvador (2016-03-21)
Article
Accés obertTendency surveys are the main source of agents' expectations. This study has a twofold aim. First, it proposes a new method to quantify survey-based expectations by means of symbolic regression (SR) via genetic programming. ... -
Regional forecasting with support vector regressions: the case of Spain
Claveria González, Oscar; Monte Moreno, Enrique; Torra Porras, Salvador (2015-05-06)
Report de recerca
Accés obertThis study attempts to assess the forecasting accuracy of Support Vector Regression (SVR) with regard to other Artificial Intelligence techniques based on statistical learning. We use two different neural networks and three ... -
Regional tourism demand forecasting with machine learning models: Gaussian process regression vs. neural network models in a multiple-input multiple-output setting”
Claveria González, Oscar; Monte Moreno, Enrique; Torra Porras, Salvador (2017-07-06)
Report de recerca
Accés obertThis study presents a multiple-input multiple-output (MIMO) approach for multi-step-ahead time series prediction with a Gaussian process regression (GPR) model. We assess the forecasting performance of the GPR model with ... -
Self-organizing map analysis of agents’ expectations. Different patterns of anticipation of the 2008 financial crisis
Claveria González, Oscar; Monte Moreno, Enrique; Torra Porras, Salvador (2015-07-03)
Report de recerca
Accés obertBy means of Self-Organizing Maps we cluster fourteen European countries according to the most suitable way to model their agents’ expectations. Using the financial crisis of 2008 as a benchmark, we distinguish between those ... -
Spectral analysis of business and consumer survey data
Claveria González, Oscar; Monte Moreno, Enrique; Torra Porras, Salvador (2020-07-08)
Report de recerca
Accés obertThe main objective of this study is two-fold. First, we aim to detect the underlying existing periodicities in business and consumer survey data. With this objective, we conduct a spectral analysis of all survey indicators. ... -
Statistical and computational techniques for extraction of underlying systematic risk factors: A comparative study in the Mexican stock exchange
Ladrón de Guevara Cortés, Rogelio; Torra Porras, Salvador; Monte Moreno, Enrique (2021-07)
Article
Accés obertThis paper compares the dimension reduction or feature extraction techniques, e.g., Principal Component Analysis, Factor Analysis, Independent Component Analysis, and Neural Networks Principal Component Analysis, which are ... -
The appraisal of machine learning techniques for tourism demand forecasting
Claveria, Oscar; Monte Moreno, Enrique; Torra Porras, Salvador (Nova Science Publishers, Inc., 2017-11-03)
Capítol de llibre
Accés restringit per política de l'editorialMachine learning (ML) methods are being increasingly used with forecasting purposes. This study assesses the predictive performance of several ML models in a multiple-input multiple-output (MIMO) setting that allows ... -
Time series features and machine learning forecasts
Claveria González, Oscar; Monte Moreno, Enrique; Torra Porras, Salvador (2020-09-16)
Article
Accés restringit per política de l'editorialIn this study we combine the results of two independent analyses to position Spanish regions according to both the characteristics of the time series of international tourist arrivals and the accuracy of predictions of ... -
Tourism demand forecasting with different neural networks models
Claveria González, Oscar; Monte Moreno, Enrique; Torra Porras, Salvador (2013-07-16)
Report de recerca
Accés obertThis paper aims to compare the performance of different Artificial Neural Networks techniques for tourist demand forecasting. We test the forecasting accuracy of three different types of architectures: a multi-layer ... -
Tourism demand forecasting with neural network models: different ways of treating information
Claveria, Oscar; Monte Moreno, Enrique; Torra Porras, Salvador (John Wiley & Sons, 2014-07-21)
Article
Accés restringit per política de l'editorialThis paper aims to compare the performance of three different artificial neural network techniques for tourist demand forecasting: a multi-layer perceptron, a radial basis function and an Elman network. We find that ... -
Tourism demand forecasting with neural network models: different ways of treating information
Claveria, Oscar; Monte Moreno, Enrique; Torra Porras, Salvador (2014-07-21)
Article
Accés restringit per política de l'editorialThis paper aims to compare the performance of three different artificial neural network techniques for tourist demand forecasting: a multi-layer perceptron, a radial basis function and an Elman network. We find that ... -
Tracking economic growth by evolving expectations via genetic programming: a two-step approach
Claveria González, Oscar; Monte Moreno, Enrique; Torra Porras, Salvador (2018-10-09)
Report de recerca
Accés obertThe main objective of this study is to present a two-step approach to generate estimates of economic growth based on agents’ expectations from tendency surveys. First, we design a genetic programming experiment to derive ... -
Unemployment expectations: A socio-demographic analysis of the effect of news
Soric, Petar; Lolic, Ivana; Claveria González, Oscar; Monte Moreno, Enrique; Torra Porras, Salvador (2019-10-01)
Article
Accés obertIn this study, we evaluate the effect of news on consumer unemployment expectations for sixteen socio-demographic groups. To this end, we construct an unemployment sentiment indicator and extract news about several economic ... -
Using survey data to forecast real activity with evolutionary algorithms. A cross-country analysis
Claveria, Oscar; Monte Moreno, Enrique; Torra Porras, Salvador (2017-11-01)
Article
Accés obertIn this study we use survey expectations about a wide range of economic variables to forecast real activity. We propose an empirical approach to derive mathematical functional forms that link survey expectations to economic ...