Robustify financial time series forecasting with bagging
Year of publication: |
2014
|
---|---|
Authors: | Jin, Sainan ; Su, Liangjun ; Ullah, Aman |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 33.2014, 5/6, p. 575-605
|
Subject: | Bagging | Combined forecasts | Nonparametric models | Predictability | Time series | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics |
-
Wind power forecasting using the k-nearest neighbors algorithm
Mangalova, E., (2014)
-
Selecting exchange rate fundamentals by bootstrap
Ribeiro, Pinho J., (2017)
-
Electricity price forecasting accounting for renewable energies : optimal combined forecasts
GarcĂa-Martos, Carolina, (2015)
- More ...
-
Robustify Financial Time Series Forecasting with Bagging
Jin, Sainan, (2014)
-
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence
Jin, Sainan, (2013)
-
Sieve estimation of panel data models with cross section dependence
Su, Liangjun, (2012)
- More ...