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Comparing possibly misspecified forecasts
Patton, Andrew J. - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 4, pp. 796-809
Persistent link: https://www.econbiz.de/10012313371
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Optimal probabilistic forecasts : when do they work?
Martin, Gael M.; Loiza-Maya, Ruben; Frazier, David T.; … - 2020
Persistent link: https://www.econbiz.de/10012610795
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Focused Bayesian prediction
Loiza-Maya, Ruben; Martin, Gael M.; Frazier, David T. - 2020
Persistent link: https://www.econbiz.de/10012606751
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Optimal probabilistic forecasts : when do they work?
Martin, Gael M.; Loiza-Maya, Ruben; Maneesoonthorn, Worapree - In: International journal of forecasting 38 (2022) 1, pp. 384-406
Persistent link: https://www.econbiz.de/10013347814
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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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Macroeconomic forecasting using factor models and machine learning : an application to Japan
Maehashi, Kohei; Shintani, Mototsugu - 2020
Persistent link: https://www.econbiz.de/10013329759
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A boosting approach to forecasting gold and silver returns : economic and statistical forecast evaluation
Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: Applied economics letters 23 (2016) 4/6, pp. 347-352
Persistent link: https://www.econbiz.de/10011430599
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Probabilistic time series forecasting with boosted additive models : an application to smart meter data
Ben Taieb, Souhaib; Huser, Raphael; Hyndman, Rob J.; … - 2015
Persistent link: https://www.econbiz.de/10011781252
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An ensemble classifier-based scoring model for predicting bankruptcy of Polish companies in the Podkarpackie Voivodeship
Pisula, Tomasz - In: Journal of risk and financial management : JRFM 13 (2020) 2/37, pp. 1-35
of a number of ensemble classifier model variants (boosting, bagging and stacking) was estimated and verified. The …
Persistent link: https://www.econbiz.de/10012173703
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Using boosting for forecasting electric energy consumption during a recession : a case study for the Brazilian State Rio Grande do Sul
Skorin, Pedro Pablo; Torrent, Hudson da Silva - In: Letters in spatial and resource sciences : LSRS 14 (2021) 2, pp. 111-128
Persistent link: https://www.econbiz.de/10012618828