Robustify financial time series forecasting with bagging
Sainan Jin, Liangjun Su and Aman Ullah
| 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 | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010360787