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Arbitrated Ensemble for Time Series Forecasting
7 references·2 citing·34 second hop
Arbitrated Ensemble for Time Series Forecasting (2017)Arbitrated Ensemble for Time Series Forec…Elusive return predictability (2008)Elusive return predictabilityAdaptive combination of forecasts with application to wind energy (2008)Adaptive combination of forec…Simple robust averages of forecasts: Some empirical results (2007)Simple robust averages of for…Chapter 4 Forecast Combinations (2006)Chapter 4 Forecast Combinatio…Persistence in forecasting performance and conditional combination strategies (2005)Persistence in forecasting pe…Combining Economic Forecasts (1986)Combining Economic ForecastsExperience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Experience with Forecasting U…A Heterogeneous Ensemble Forecasting Model for Disease Prediction (2021)A Heterogeneous Ensemble Fore…Arbitrage of forecasting experts (2018)Arbitrage of forecasting expe…The Combination of Forecasts (1969)Combining forecasts: A review and annotated bibliography (1989)The M3-Competition: results, conclusions and implications (2000)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Forecasting: theory and practice (2022)A combination selection algorithm on forecasting (2013)Handbook of Economic Forecasting (2013)Analysis and forecasting of the oil consumption in China based on combination models optimized by artificial intelligence algorithms (2017)Artificial bee colony-based combination approach to forecasting agricultural commodity prices (2019)Combining forecasts: A review and annotated bibliography (1990)Meta-learning for time series forecasting and forecast combination (2010)Hybrid structures in time series modeling and forecasting: A review (2019)AI in Healthcare: Time-Series Forecasting Using Statistical, Neural, and Ensemble Architectures (2020)Improved methods of combining forecasts (1984)Why are Gambling Markets Organised so Differently from Financial Markets? (2004)Some Contributions of Integrated Assessment Models of Global Climate Change (2017)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Cross-Section of Expected Stock Returns (1992)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Advances in Forecasting under Instability (2013)Pockets of Predictability (2018)Stock market forecasting using a multi-task approach integrating long short-term memory and the random forest framework (2021)Forecasting Sales by Exponentially Weighted Moving Averages (1960)Bayesian Forecasting (1976)Time Series Analysis: Forecasting and Control (1977)Tests for Forecast Encompassing (1998)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Prediction, Learning, and Games (2006)Combining of random forest estimates using LSboost for stock market index prediction (2017)Combining expert forecasts: Can anything beat the simple average? (2012)Should Macroeconomic Forecasters Use Daily Financial Data and How? (2013)Corn cash price forecasting with neural networks (2021)
this work references cited by second hop

References

  • 2006Chapter 4 Forecast Combinations1,318 cited
  • 1974Experience with Forecasting Univariate Time Series and the Combination of Forecasts849 cited
  • 2005Persistence in forecasting performance and conditional combination strategies351 cited
  • 1986Combining Economic Forecasts341 cited
  • 2007Simple robust averages of forecasts: Some empirical results242 cited
  • 2008Elusive return predictability234 cited
  • 2008Adaptive combination of forecasts with application to wind energy111 cited

Cited by

  • 2018Arbitrage of forecasting experts51 cited
  • 2021A Heterogeneous Ensemble Forecasting Model for Disease Prediction51 cited

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