We develop a non-linear forecast combination rule based on copulas that incorporate the dynamic interaction between individual predictors. This approach is optimal in the sense that the resulting combined forecast produces the highest discriminatory power as measured by the receiver operating...

Europe has became the new epicentre of the COVID-19 pandemic, according to the WHO on 13th March 2020. Sums and ratios of death and confirmed cases were reported daily, however, such statistics vary significantly by country and it is therefore challenging to understand and measure the risk and...