Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering
Year of publication: |
2024
|
---|---|
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
|
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 |
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