[HTML][HTML] Forecasting: theory and practice
Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …
uncertainty that surrounds the future is both exciting and challenging, with individuals and …
Bootstrap aggregating and random forest
Abstract Bootstrap Aggregating (Bagging) is an ensemble technique for improving the
robustness of forecasts. Random Forest is a successful method based on Bagging and …
robustness of forecasts. Random Forest is a successful method based on Bagging and …
A novel online portfolio selection approach based on pattern matching and ESG factors
In modern finance, social investment portfolios have attracted the attention of researchers,
investors, and practitioners. Regarding the long-term nature of this investment, the selection …
investors, and practitioners. Regarding the long-term nature of this investment, the selection …
Forecasting Australia's real house price index: A comparison of time series and machine learning methods
G Milunovich - Journal of Forecasting, 2020 - Wiley Online Library
We employ 47 different algorithms to forecast Australian log real house prices and growth
rates, and compare their ability to produce accurate out‐of‐sample predictions. The …
rates, and compare their ability to produce accurate out‐of‐sample predictions. The …
Hierarchical forecasting
G Athanasopoulos, P Gamakumara… - … in the era of big data …, 2020 - Springer
Accurate forecasts of macroeconomic variables are crucial inputs into the decisions of
economic agents and policy makers. Exploiting inherent aggregation structures of such …
economic agents and policy makers. Exploiting inherent aggregation structures of such …
A leading macroeconomic indicators' based framework to automatically generate tactical sales forecasts
Tactical sales forecasting is fundamental to production, transportation and personnel
decisions at all levels of a supply chain. Traditional forecasting methods extrapolate …
decisions at all levels of a supply chain. Traditional forecasting methods extrapolate …
[HTML][HTML] Forecasting GDP growth rates in the United States and Brazil using Google Trends
In this paper we consider the value of Google Trends search data for nowcasting (and
forecasting) GDP growth for a developed economy (the US) and an emerging-market …
forecasting) GDP growth for a developed economy (the US) and an emerging-market …
Application of bagging in day-ahead electricity price forecasting and factor augmentation
K Özen, D Yıldırım - Energy Economics, 2021 - Elsevier
The electricity price forecasting (EPF) is a challenging task not only because of the
uncommon characteristics of electricity but also because of the existence of many potential …
uncommon characteristics of electricity but also because of the existence of many potential …
Analysis of potential factors influencing China's regional sustainable economic growth
The purpose of this article is to screen out the most important factors affecting China's
economic growth. Based on a literature review and relevant financial theoretical knowledge …
economic growth. Based on a literature review and relevant financial theoretical knowledge …
Student Enrollment and Teacher Statistics Forecasting Based on Time‐Series Analysis
S Yang, HC Chen, WC Chen… - Computational …, 2020 - Wiley Online Library
Education competitiveness is a key feature of national competitiveness. It is crucial for
nations to develop and enhance student and teacher potential to increase national …
nations to develop and enhance student and teacher potential to increase national …