Ivanyuk, Vera - In: Financial innovation : FIN 9 (2023) 1, pp. 1-12
ensembles. Unlike traditional residual-mean-square-error-based ensemble forecast averaging approaches, the RBBA method attempts … forecast. In the RBBA method, all the different types of forecasts obtain the optimal weights for ensemble residuals that are … and how the RBBA method works. The experimental results based on the real-world time series of contemporary stock …