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Arbitrage of forecasting experts - MaRDI portal

Arbitrage of forecasting experts (Q2425238)

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Arbitrage of forecasting experts
scientific article

    Statements

    title
    Arbitrage of forecasting experts (English)
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    author
    Yanyan Li
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    publication date
    26 June 2019
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    zbMATH Keywords
    dynamic ensembles
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    metalearning
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    time series
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    combining expert advice
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    forecasting
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    dependency
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    diversity
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    describes a project that uses
    Kernlab
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    R
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    MASS (R)
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    TDSL
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    earth
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    pls
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    UCI-ml
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    forecast
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    glmnet
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    Forecast
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    gbm
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    Cubist
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    ranger
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    TSDL
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    opera
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    Identifiers

    Mathematics Subject Classification ID
    68T05
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    62M10
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    62M20
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    zbMATH DE Number
    7073612
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    OpenAlex ID
    W2901999103
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