Search Results for author: Sergio Consoli

Found 9 papers, 0 papers with code

Forecasting GDP in Europe with Textual Data

no code implementations14 Jan 2024 Luca Barbaglia, Sergio Consoli, Sebastiano Manzan

We evaluate the informational content of news-based sentiment indicators for forecasting Gross Domestic Product (GDP) and other macroeconomic variables of the five major European economies.

Forecasting with Economic News

no code implementations29 Mar 2022 Luca Barbaglia, Sergio Consoli, Sebastiano Manzan

The goal of this paper is to evaluate the informational content of sentiment extracted from news articles about the state of the economy.

Aspect-Based Sentiment Analysis Aspect-Based Sentiment Analysis (ABSA)

Neural Forecasting of the Italian Sovereign Bond Market with Economic News

no code implementations11 Mar 2022 Sergio Consoli, Luca Tiozzo Pezzoli, Elisa Tosetti

In this paper we employ economic news within a neural network framework to forecast the Italian 10-year interest rate spread.

Emotions in Macroeconomic News and their Impact on the European Bond Market

no code implementations15 Jun 2021 Sergio Consoli, Luca Tiozzo Pezzoli, Elisa Tosetti

We show how emotions extracted from macroeconomic news can be used to explain and forecast future behaviour of sovereign bond yield spreads in Italy and Spain.

Evolutionary Construction of Convolutional Neural Networks

no code implementations2 Jan 2019 Marijn van Knippenberg, Vlado Menkovski, Sergio Consoli

It combines deep neural networks and evolutionary algorithms to improve and/or automate the construction of neural networks.

Evolutionary Algorithms

Towards an automated method based on Iterated Local Search optimization for tuning the parameters of Support Vector Machines

no code implementations11 Jul 2017 Sergio Consoli, Jacek Kustra, Pieter Vos, Monique Hendriks, Dimitrios Mavroeidis

We provide preliminary details and formulation of an optimization strategy under current development that is able to automatically tune the parameters of a Support Vector Machine over new datasets.

An intelligent extension of Variable Neighbourhood Search for labelling graph problems

no code implementations27 Sep 2015 Sergio Consoli, Josè Andrès Moreno Pèrez

In this paper we describe an extension of the Variable Neighbourhood Search (VNS) which integrates the basic VNS with other complementary approaches from machine learning, statistics and experimental algorithmic, in order to produce high-quality performance and to completely automate the resulting optimization strategy.

Towards an intelligent VNS heuristic for the k-labelled spanning forest problem

no code implementations5 Mar 2015 Sergio Consoli, Josè Andrès Moreno Pèrez, Nenad Mladenovic

In a currently ongoing project, we investigate a new possibility for solving the k-labelled spanning forest (kLSF) problem by an intelligent Variable Neighbourhood Search (Int-VNS) metaheuristic.

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