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
|
|---|---|
| Authors: | Mattera, Raffaele ; Athanasopoulos, George ; Hyndman, Rob J. |
| 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 |
freely available
| 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