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General--to--Specific Reductions of Vector Autoregressive Processes

Krolzig, Hans-Martin - Society for Computational Economics - SCE - 2001

Unrestricted reduced form vector autoregressive (VAR) models have become a dominant research strategy in empirical macroeconomics since Sims (1980) critique of traditional macroeconometric modeling. They are however subjected to the curse of dimensionality. In this paper we propose...

Persistent link: https://www.econbiz.de/10005345588

Genetically Optimised Artificial Neural Network for Financial Time Series Data Mining

Hayward, Serge - Society for Computational Economics - SCE - 2006

This paper is a step towards the econometric foundation of computational intelligence in finance. Financial time series modeling and forecasting are addressed with an artificial neural network, examining issues of its topology dependency. Structural dependency of results is viewed not as a...

Persistent link: https://www.econbiz.de/10005706227

Integrating economic knowledge in data mining algorithms

Daniels, Hennie; Feelders, Ad; Velikova, Marina - Society for Computational Economics - SCE - 2002

Persistent link: https://www.econbiz.de/10005537666

Enforcing monotonicity of decision models: algorithm and performance, A case study of hedonic price model

Daniels, Hennie; Velikova, Marina - Society for Computational Economics - SCE - 2003

Persistent link: https://www.econbiz.de/10005537824

Emergence in multi-agent systems, part II: Axtell, Epstein and Young's revisited

Dessalles, Jean Louis; Galam, Serge; Phan, Denis - Society for Computational Economics - SCE - 2006

class whenever that class emerges. While with strong emergence class behaviour may became a stochastically stable regime …

Persistent link: https://www.econbiz.de/10005132615

Emergence in multi-agent systems:Cognitive hierarchy, detection, and complexity reduction

Dessalles, Jean Louis; Phan, Denis - Society for Computational Economics - SCE - 2005

perceive it. Strong emergence is particularly important in economic modelling, because the behaviour of agents may be …€™ behaviour with fortuitous visible but meaningless characteristics. On some occasions, these fortuitous tags turn out to be … reliable indicators of dominant and submissive behaviour in an iterative Nash bargaining tournament. One limit of this model is …

Persistent link: https://www.econbiz.de/10005132683

Extending the OLAP framework for automated explanatory tasks

Daniels, Hennie; Caron, Emiel - Society for Computational Economics - SCE - 2004

The purpose of OLAP (On-Line Analytical Processing) systems is to provide a framework for the analysis of multidimensional data. Many tasks related to analysing multidimensional data and making business decisions are still carried out manually by analysts (e.g. financial analysts, accountants,...

Persistent link: https://www.econbiz.de/10005345335

Comparing Artificial Intelligence Systems for Stock Portfolio Selection

Tseng, Chiu-Che - Society for Computational Economics - SCE - 2003

Persistent link: https://www.econbiz.de/10005345664

Financial Computational Intelligence

Tseng, Chiu-Che; Lin, Yu-Chieh - Society for Computational Economics - SCE - 2005

Artificial intelligence decision support system is always a popular topic in providing the human with an optimized decision recommendation when operating under uncertainty in complex environments. The particular focus of our discussion is to compare different methods of artificial intelligence...

Persistent link: https://www.econbiz.de/10005706273