[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
Skip to main content

Collective Intelligence of Genetic Programming for Macroeconomic Forecasting

  • Conference paper
Computational Collective Intelligence. Technologies and Applications (ICCCI 2011)

Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 6923))

Included in the following conference series:

Abstract

A collective approach to the problem of developing forecasts for macroeconomic indicators is presented in the paper. The main advantage of genetic programming over artificial neural networks is that it generates human readable mathematical expressions that can be interpreted by a decision-maker. Gene expression programming used in the paper is an example of collective adaptive system, but we propose to use a collective intelligence to develop not only one forecasting model, but a set of models, from which the most suitable one can be chosen automatically or manually by the decision-maker.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Subscribe and save

Springer+ Basic
£29.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Chapter
GBP 19.95
Price includes VAT (United Kingdom)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
GBP 35.99
Price includes VAT (United Kingdom)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
GBP 44.99
Price includes VAT (United Kingdom)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Similar content being viewed by others

References

  1. Aminian, F., Suarez, E.D., Aminian, M., Walz, D.T.: Forecasting Economic Data with Neural Networks. Journal of Computational Economics 28(1), 71–88 (2006)

    Article  MATH  Google Scholar 

  2. Arifovic, J.: Genetic Algorithms Learning and the Cobweb Model. Journal of Economic Dynamics and Control 18(1), 3–28 (1994)

    Article  MATH  Google Scholar 

  3. Chen, S.-H., Yeh, C.-H.: Genetic Programming Learning and the Cobweb Model. In: Angeline, P., Kinnear Jr., K.E. (eds.) Advances in Genetic Programming, ch. 22, pp. 443–466. MIT Press, Cambridge (1996)

    Google Scholar 

  4. Cramer, N.L.: A representation for the Adaptive Generation of Simple Sequential Programs. In: Grefenstette, J.J. (ed.) Proceedings of an International Conference on Genetic Algorithms and the Applications. Carnegie Mellon University, Pittsburgh (1985)

    Google Scholar 

  5. Ferreira, C.: Gene Expression Programming: A New Adaptive Algorithm for Solving Problems. Complex Systems (2001)

    Google Scholar 

  6. Freisleben, B., Ripper, K.: Economic forecasting using neural networks. In: Proceedings of IEEE International Conference on Neural Networks (1995)

    Google Scholar 

  7. Herbrich, R., Keilbach, M., Graepel, T., Bollmann–Sdorra, P., Obermayer, K.: Neural Networks in Economics: Background, Applications, and New Developments. Advances in Computational Economics 11, 169–196 (1993)

    Article  Google Scholar 

  8. Jȩdrzejowicz, P., Ratajczak-Ropel, E.: Agent-Based Gene Expression Programming for Solving the RCPSP/max Problem. In: Kolehmainen, M., Toivanen, P., Beliczynski, B. (eds.) ICANNGA 2009. LNCS, vol. 5495, pp. 203–212. Springer, Heidelberg (2009)

    Chapter  Google Scholar 

  9. Koza, J.R.: Genetic Programming: On The Programming of Computers by Means of Natural Selection. MIT Press, Cambridge (1992)

    MATH  Google Scholar 

  10. Koza, J.R.: Genetic programming for economic modeling. Statistics and Computing 4(2), 187–197 (1994)

    Article  Google Scholar 

  11. Koza, J.R., Poli, R.: A genetic programming tutorial. In: Burke, E. (ed.) Introductory Tutorials in Optimization, Search and Decision Support. Stanford University, Stanford (2003)

    Google Scholar 

  12. Poli, R., Langdon, W.B., McPhee, N.F.: A Field Guide to Genetic Programming. Lulu Enterprises (2008)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2011 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Duda, J., Szydło, S. (2011). Collective Intelligence of Genetic Programming for Macroeconomic Forecasting. In: Jędrzejowicz, P., Nguyen, N.T., Hoang, K. (eds) Computational Collective Intelligence. Technologies and Applications. ICCCI 2011. Lecture Notes in Computer Science(), vol 6923. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-23938-0_45

Download citation

  • DOI: https://doi.org/10.1007/978-3-642-23938-0_45

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-23937-3

  • Online ISBN: 978-3-642-23938-0

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics