Breitner, Michael H.; Dunis, Christian; Mettenheim, … - In: Journal of Forecasting 33 (2014) 6, pp. 471-487
ABSTRACT In this paper a hybrid genetic algorithm–support vector regression (GA‐SVR) model in economic forecasting and macroeconomic variable selection is introduced. The proposed algorithm is applied to the task of forecasting US inflation and unemployment. GA‐SVR genetically optimizes...
