Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering
Raffaele Mattera, George Athanasopoulos and Rob Hyndman
| Year of publication: |
2024
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| Authors: | Mattera, Raffaele ; Athanasopoulos, George ; Hyndman, Rob J. |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 24.2024, 11, p. 1641-1667
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| Subject: | Clustering | Finance | Financial time series | Hierarchical forecasting | Machine learning | Prediction | Unsupervised learning | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Prognose | Forecast | Aktienindex | Stock index | Clusteranalyse | Cluster analysis | Theorie | Theory | Lernprozess | Learning process | Regionales Cluster | Regional cluster |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2024.2412687 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015196952