used to construct a forecast. Second, we discuss random projection regression, where artificial predictors are formed by … randomly weighting the original predictors. Using recent results from random matrix theory, we obtain a tight bound on the mean … squared forecast error for both randomized methods. We identify settings in which one randomized method results in more …

mortality forecast accuracy by 13% - 49% and 19% - 90% for females over individual mortality models. The stacked regression …

vector regression (SVR) model to forecast realized volatility (RV). The first model is a residual-type model, where the RV is …