About: VAR Model with Current-Optimal Leading Indicators

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
rdfs:seeAlso	http://mme2012.opf.slu.cz/proceedings/pdf/070_Klucik.pdf
Description	Mutual dependence of business cycles is not easy traceable in the tangle of interconnected economic relationships. The small and open Slovak economy is dependent on the performance of its main trading partners and thus faces the fluctuations of the global economy. For managers and economic policy makers it is crucial to interpret different signals from various segments of the economy for their decisions about future activities. That information is currently available in immense quantity. An artificial intelligence tool – genetic programming – can exploit the huge amount of available data and find patterns of associations between the Slovak economy and foreign economies. Symbolic regression via genetic programming is used. The individual time series and their combinations are optimized for best fit and optimal lead against the Slovak economy. Such leading indicators are used for forecasting of the Slovak economy in the structure of a VAR model. The forecasting ability is tested and compared to a proxy AR model. The forecasts of the VAR model using current-optimal leading indicators show advanced quality compared to the proxy model. Mutual dependence of business cycles is not easy traceable in the tangle of interconnected economic relationships. The small and open Slovak economy is dependent on the performance of its main trading partners and thus faces the fluctuations of the global economy. For managers and economic policy makers it is crucial to interpret different signals from various segments of the economy for their decisions about future activities. That information is currently available in immense quantity. An artificial intelligence tool – genetic programming – can exploit the huge amount of available data and find patterns of associations between the Slovak economy and foreign economies. Symbolic regression via genetic programming is used. The individual time series and their combinations are optimized for best fit and optimal lead against the Slovak economy. Such leading indicators are used for forecasting of the Slovak economy in the structure of a VAR model. The forecasting ability is tested and compared to a proxy AR model. The forecasts of the VAR model using current-optimal leading indicators show advanced quality compared to the proxy model. (en)
Title	VAR Model with Current-Optimal Leading Indicators VAR Model with Current-Optimal Leading Indicators (en)
skos:prefLabel	VAR Model with Current-Optimal Leading Indicators VAR Model with Current-Optimal Leading Indicators (en)
skos:notation	RIV/61989100:27510/12:86083202!RIV14-MSM-27510___
http://linked.open...avai/riv/aktivita	S
http://linked.open...avai/riv/aktivity	S
http://linked.open...vai/riv/dodaniDat	2014
http://linked.open...aciTvurceVysledku	Kľúčik, Miroslav
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoká škola báňská - Technická univerzita Ostrava / Ekonomická fakulta
http://linked.open...dnocenehoVysledku	176968
http://linked.open...ai/riv/idVysledku	RIV/61989100:27510/12:86083202
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	business cycle, leading indicators, VAR model, genetic programming, symbolic regression (en)
http://linked.open.../riv/klicoveSlovo	VAR model business cycle genetic programming symbolic regression leading indicators
http://linked.open...ontrolniKodProRIV	[9DE1DA663E82]
http://linked.open...v/mistoKonaniAkce	Karviná
http://linked.open...i/riv/mistoVydani	Opava
http://linked.open...i/riv/nazevZdroje	Proceedings of 30th International Conference Mathematical Methods in Economics : 11-13 September 2012, Karviná, Czech Republic
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...UplatneniVysledku	2012
http://linked.open...iv/tvurceVysledku	Kľúčik, Miroslav
http://linked.open...vavai/riv/typAkce	EUR - Evropská
http://linked.open...ain/vavai/riv/wos	000316715900070
http://linked.open.../riv/zahajeniAkce	2012-09-11 (xsd:date)
number of pages	6 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Slezská univerzita v Opavě
https://schema.org/isbn	978-80-7248-779-0
http://localhost/t...ganizacniJednotka	27510

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