Optimal and robust combination of forecasts via constrained optimization and shrinkage
Francesco Roccazzella, Paolo Gambetti, Frédéric Vrins
| Year of publication: |
2022
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|---|---|
| Authors: | Roccazzella, Francesco ; Gambetti, Paolo ; Vrins, Frédéric |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 38.2022, 1, p. 97-116
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| Subject: | Forecast combination | Machine learning | Model selection | Robust methods | Shrinkage | Prognoseverfahren | Forecasting model | Theorie | Theory | Robustes Verfahren | Robust statistics | Künstliche Intelligenz | Artificial intelligence | Modellierung | Scientific modelling | Mathematische Optimierung | Mathematical programming |
| Description of contents: | Description [sciencedirect.com] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Correction enthalten in: Volume 38, number 3, Juli-September 2022, Seite 1050 |
| Other identifiers: | 10.1016/j.ijforecast.2021.04.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013347741