Filis, George; Kentzoglanakis, Kyriakos; Floros, Christos - In: International Journal of Computational Economics and … 1 (2009) 1, pp. 9-22
This paper examines the empirical relationship between CPI, oil prices, stock market and unemployment in EU15 using a new computational approach. In particular, we propose a novel approach to train the well-known vector autoregressive (VAR) model using a particle swarm optimisation (PSO) method....
