Khashei, Mehdi; Hajirahimi, Zahra - In: Financial Innovation 3 (2017) 24, pp. 1-24
Background: Improving financial time series forecasting is one of the most challenging and vital issues facing numerous … that these strategies can improve overall forecasting accuracy, the literature on time series forecasting remains vague on …, the series combination strategy produces more accurate hybrid models for financial time series forecasting. …