In recent years the computers have shown to be a powerful tool in financial forecasting. Many machine learning …

This paper presents a rigurous framework for evaluating alternative forecasting methods for Chilean industrial … production and sales. While nonlinear features appear to be important for forecasting the very short term, simple univariate … linear models perform about as well for almost every forecasting horizon …

state space models obtained by the CCA subspace algorithm, including a density forecasting analysis …