Making the whole greater than the sum of its parts : a literature review of ensemble methods for financial time series forecasting
Pedro Henrique Melo Albuquerque, Yaohao Peng, João Pedro Fontoura da Silva
| Year of publication: |
2022
|
|---|---|
| Authors: | Albuquerque, Pedro H. ; Peng, Yaohao ; Silva, João Pedro Fontoura da |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 8, p. 1701-1724
|
| Subject: | bagging | boosting | financial econometrics | forecasting aggregation | stability | time series forecasting | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2894 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013465742