Making the whole greater than the sum of its parts : a literature review of ensemble methods for financial time series forecasting
Year of publication: |
2022
|
---|---|
Authors: | Albuquerque, Pedro H. ; Peng, Yaohao ; Silva, João Pedro Fontoura da |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 8, p. 1701-1724
|
Subject: | bagging | boosting | financial econometrics | forecasting aggregation | stability | time series forecasting | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model |
-
Impact of decomposition on time series bagging forecasting performance
Liu, Xinyang, (2023)
-
Kim, Hyun Hak, (2014)
-
Machine learning advances for time series forecasting
Masini, Ricardo P., (2023)
- More ...
-
Albuquerque, Pedro H., (2019)
-
Albuquerque, Pedro H., (2019)
-
Peng, Yaohao, (2019)
- More ...