This paper presents the Matlab package DeCo (Density Combination) which is based on the paper by Billio et al. (2013) where a constructive Bayesian approach is presented for combining predictive densities originating from different models or other sources of information. The combination weights...

This paper presents the MATLAB package DeCo (density combination) which is based on the paper by Billio, Casarin, Ravazzolo, and van Dijk (2013) where a constructive Bayesian approach is presented for combining predictive densities originating from different models or other sources of...

This article describes how as one of the hot parallel processors, the general-purpose graphics processing unit (GPU) has been widely adopted to accelerate various time-consuming algorithms. Dynamic programming (DP) optimization is a popular method to solve a particular class of complex problems....