Browsing by Author "Torra Porras, Salvador"
Now showing items 1-20 of 38
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A data-driven approach to construct survey-based indicators by means of evolutionary algorithms
(2016-11-09)
Article
Open AccessIn this paper we propose a data-driven approach for the construction of survey-based indicators using large data sets. We make use of agents’ expectations about a wide range of economic variables contained in the World ... -
A data-driven approach to construct survey-based indicators by means of evolutionary algorithms
(2018-01-09)
Article
Open AccessIn this paper we propose a data-driven approach for the construction of survey-based indicators using large data sets. We make use of agents’ expectations about a wide range of economic variables contained in the World ... -
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 new approach for the quantification of qualitative measures of economic expectations
(2016-09-24)
Article
Open AccessIn this study a new approach to quantify qualitative survey data about the direction of change is presented. We propose a data-driven procedure based on evolutionary computation that avoids making any assumption about ... -
A new forecasting approach for the hospitality industry
(2015-10-01)
Article
Open AccessPurpose – This study aims to apply a new forecasting approach to improve predictions in the hospitality industry. To do so, the authors developed a multivariate setting that allows the incorporation of the cross-correlations ... -
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 ... -
Assessment of the effect of the financial crisis on agents’ expectations through symbolic regression
(2016-12-16)
Article
Open AccessAgents’ perceptions on the state of the economy can be affected during economic crises. Tendency surveys are the main source of agents’ expectations. The main objective of this study is to assess the impact of the 2008 ... -
Data pre-processing for neural network-based forecasting: does it really matter?
(2015-11-04)
Article
Open AccessThis study aims to analyze the effects of data pre-processing on the forecasting performance of neural network models. We use three different Artificial Neural Networks techniques to predict tourist demand: multi-layer ... -
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 ... -
Empirical modelling of survey-based expectations for the design of economic indicators in five European regions
(2018-01-09)
Article
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 ... -
Evolutionary computation for macroeconomic forecasting
(2017-11-07)
Article
Open AccessThe main objective of this study is twofold. First, we propose an empirical modelling approach based on genetic programming to forecast economic growth by means of survey data on expectations. We use evolutionary algorithms ... -
Extraction of the underlying structure of systematic risk from non-Gaussian multivariate financial time series using independent component analysis: Evidence from the Mexican stock exchange
(2018-01-01)
Article
Open AccessRegarding the problems related to multivariate non-Gaussianity of financial time series, i.e., unreliable results in extraction of underlying risk factors -via Principal Component Analysis or Factor Analysis-, we use ... -
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 ...
