This study uses Genetic Programming (GP) to discover new types of volatility forecasting models for financial time series. GP is a convenient tool to explore the space of potential forecasting models and to select the more robust solutions. The application to foreign exchange financial problems...

Using an applied general equilibrium of the Swiss economy the economic consequences of an environmental tax reform are analysed. Such a reform is followed by a substantial reduction of CO2 emissions and the use of non-renewable energy (first dividend), and a reduction of involuntary...

We present a toolbox to compute and extract information from inhomogeneous (i. e. unequally spaced) time series.The toolbox contains a large set of operators, mapping from the space of inhomogeneous time series to itself. These operators are computationally efficient (time and memory-wise) and...

We present a toolbox to compute and extract information from inhomogeneous (i.e. unequally spaced) time series. The toolbox contains a large set of operators, mapping from the space of inhomogeneous time series to itself. These operators are computationally efficient (time and memory-wise) and...

Most financial markets produce inhomogeneous (i.e. unequally spaced) tick-by-tick data at high frequency. Recently developed time series operators can be used to directly compute statistical variables such as volatility from inhomogeneous data. This is not possible with traditional time series...