of interest. This algorithm provides us with a new class of loss-based cross-validated algorithms in prediction of …

When trying to learn a model for the prediction of an outcome given a set of covariates, a statistician has many … learners. Motivated by this use of cross validation, we propose a new prediction method for creating a weighted combination of … in prediction which uses V-fold cross-validation to select weights to combine an initial set of candidate learners. In …

squared return prediction errors gives an adequate approximation of the unobserved realised conditional variance for both the …