PT  - JOURNAL ARTICLE
AU  - Marcek, Dusan
AU  - Marcek, Milan
TI  - Application of Support Vector Machines to the Modelling of Inflation
DP  - 2005 Jun 30
TA  - Communications - Scientific Letters of the University of Zilina
PG  - 33--37
VI  - 7
IP  - 2
AID - 10.26552/com.C.2005.2.33-37
IS  - 13354205
AB  - In Support Vector Machines (SVM's), a non-linear model is estimated based on solving a Quadratic Programming (QP) problem. Based on work [1] we investigate the quantifying of econometric structural model parameters of inflation in Slovak economics. The theory of classical Phillips curve [8] is used to specify a structural model of inflation. We provide the fit of the models based on econometric approach for the inflation over the period 1993-2003 in the Slovak Republic, and use them as a tool to compare their approximation ability with those obtained using SVM's method. Some methodological contributions are made for SVM implementations to the causal economic modelling.