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Making the whole greater than the sum of its parts : a literature review of ensemble methods for financial time series forecasting
Albuquerque, Pedro H.; Peng, Yaohao; Silva, João Pedro … - In: Journal of forecasting 41 (2022) 8, pp. 1701-1724
Persistent link: https://www.econbiz.de/10013465742
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Predicting recessions with leading indicators : model averaging and selection over the business cycle
Berge, Travis J. - In: Journal of forecasting 34 (2015) 6, pp. 455-471
Persistent link: https://www.econbiz.de/10011343630
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Enhancing credit risk prediction based on ensemble tree-based feature transformation and logistic regression
Liu, Jiaming; Liu, Jiajia; Wu, Chong; Wang, Shouyang - In: Journal of forecasting 43 (2024) 2, pp. 429-455
Persistent link: https://www.econbiz.de/10014475349
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Harnessing volatility cascades with ensemble learning
Cheng, Mingmian - In: Journal of forecasting 43 (2024) 8, pp. 2954-2981
Persistent link: https://www.econbiz.de/10015110591
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Optimal out-of-sample forecast evaluation under stationarity
Staněk, Filip - In: Journal of forecasting 42 (2023) 8, pp. 2249-2279
Persistent link: https://www.econbiz.de/10014432888
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Forecast combinations in a DSGE-VAR lab
Costantini, Mauro; Gunter, Ulrich; Kunst, Robert M. - In: Journal of forecasting 36 (2017) 3, pp. 305-324
Persistent link: https://www.econbiz.de/10011729264
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Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie; Hao, Xianfeng; Wang, Yudong - In: Journal of forecasting 43 (2024) 2, pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
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Forecasting GDP growth : the economic impact of COVID-19 pandemic
Vrontos, Ioannis D.; Galakis, John; Panopulu, Aikaterinē; … - In: Journal of forecasting 43 (2024) 4, pp. 1042-1086
Persistent link: https://www.econbiz.de/10014554062