Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods.
George KapetaniosMassimiliano MarcellinoFotis PapailiasPublished in: Comput. Stat. Data Anal. (2016)
Keyphrases
- heuristic methods
- information sources
- simulated annealing
- information processing
- genetic algorithm
- evolutionary algorithm
- preprocessing
- machine learning methods
- prior knowledge
- significant improvement
- computational cost
- information extraction
- neural network
- data mining techniques
- user interaction
- benchmark datasets
- historical data