Browsing by Author "Claveria González, Oscar"
Now showing items 1-20 of 21
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A genetic programming approach for estimating economic sentiment in the Baltic countries and the European Union
(2021-01-18)
Article
Open AccessIn this study, we introduce a sentiment construction method based on the evolution of survey-based indicators. We make use of genetic algorithms to evolve qualitative expectations in order to generate country-specific ... -
A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations
(2018-07-10)
External research report
Open AccessIn this study we present a geometric approach to proxy economic uncertainty. We design a positional indicator of disagreement among survey-based agents' expectations about the state of the economy. Previous dispersion-based ... -
A geometric proxy of economic uncertainty based on the disagreement in survey expectations
(2018)
Conference lecture
Open AccessIn this study we present a geometric approach to proxy economic uncertainty. We design a positional indicator of disagreement among survey-based agents' expectations about the state of the economy. Previous dispersion-based ... -
A regional perspective on the accuracy of machine learning forecasts of tourism demand based on data characteristics
(2018-07-03)
External research report
Open AccessIn this work we assess the role of data characteristics in the accuracy of machine learning (ML) tourism forecasts from a spatial perspective. First, we apply a seasonal-trend decomposition procedure based on non-parametric ... -
A self-organizing map analysis of survey-based agents expectations before impending shocks for model selection: the case of the 2008 financial crisis
(2016-08-03)
Article
Open AccessThis paper examines the role of clustering techniques to assist in the selection of the most indicated method to model survey-based expectations. First, relying on a Self-Organizing Map (SOM) analysis and using the financial ... -
Economic determinants of employment sentiment: a socio-demographic analysis for the euro area
(2020-07-07)
External research report
Open AccessIn this study we construct quarterly consumer confidence indicators of unemployment for the euro area using as input the consumer expectations for sixteen socio-demographic groups elicited from the Joint Harmonised EU ... -
Economic forecasting with evolved confidence indicators
(2020-12-01)
Article
Restricted access - publisher's policyWe present a machine-learning method for sentiment indicators construction that allows an automated variable selection procedure. By means of genetic programming, we generate country-specific business and consumer confidence ... -
Economic uncertainty: a geometric indicator of discrepancy among experts’ expectations
(2018-01-01)
Article
Open AccessIn this study we present a geometric approach to proxy economic uncertainty. We design a positional indicator of disagreement among survey-based agents’ expectations about the state of the economy. Previous dispersion-based ... -
Effects of removing the trend and the seasonal component on the forecasting performance of artificial neural network techniques
(2015-07-02)
External research report
Open AccessThis study aims to analyze the effects of data pre-processing on the performance of forecasting based on neural network models. We use three different Artificial Neural Networks techniques to forecast tourist demand: a ... -
Frequency domain analysis and filtering of business and consumer survey expectations
(Elsevier, 2021-08)
Article
Restricted access - publisher's policyThe main objective of this study is two-fold. First, we aim to detect the underlying existing periodicities in business and consumer survey expectations by means of spectral analysis. We use the Welch method to extract the ... -
Let the data do the talking: empirical modelling of survey-based expectations by means of genetic programming
(2017-07-05)
External research report
Open AccessIn 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 ... -
Multiple-input multiple-output vs. single-input single-output neural network forecasting
(2015-07-09)
External research report
Open AccessThis 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) ... -
Nowcasting and forecasting GDP growth with machine-learning sentiment indicators
(2021-02-17)
External research report
Open AccessWe 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 ... -
Regional forecasting with support vector regressions: the case of Spain
(2015-05-06)
External research report
Open AccessThis 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”
(2017-07-06)
External research report
Open AccessThis 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
(2015-07-03)
External research report
Open AccessBy 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
(2020-07-08)
External research report
Open AccessThe 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. ... -
Time series features and machine learning forecasts
(2020-09-16)
Article
Restricted access - publisher's policyIn 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
(2013-07-16)
External research report
Open AccessThis 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 ... -
Tracking economic growth by evolving expectations via genetic programming: a two-step approach
(2018-10-09)
External research report
Open AccessThe 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 ...
