In this study we examine different methodologies to estimate earnings. More specifically, we evaluate the viability of Genetic Programming as both a forecasting model estimator and a forecast-combining methodology. When we compare the performance of traditional mechanical forecasting (ARIMA)...

This paper proposes a Linear Programming-based Bi-Objective time series Forecasting Algorithm that helps forecast sub-annual short univariate time-series data. The proposed algorithm generates forecasts optimized for a pair of accuracy measures instead of just one. The algorithm is based on the...