Correction to: Optimal and robust combination of forecasts via constrained optimization and shrinkage
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DOI: 10.1016/j.ijforecast.2022.03.011
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References listed on IDEAS
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"Optimal and robust combination of forecasts via constrained optimization and shrinkage,"
International Journal of Forecasting, Elsevier, vol. 38(1), pages 97-116.
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- Roccazzella, Francesco & Gambetti, Paolo & Vrins, Frédéric, 2021. "Optimal and robust combination of forecasts via constrained optimization and shrinkage," LIDAM Reprints LFIN 2021014, Université catholique de Louvain, Louvain Finance (LFIN).
- repec:bla:jfinan:v:58:y:2003:i:4:p:1651-1684 is not listed on IDEAS
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Cited by:
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- Thompson, Ryan & Qian, Yilin & Vasnev, Andrey L., 2024.
"Flexible global forecast combinations,"
Omega, Elsevier, vol. 126(C).
- Ryan Thompson & Yilin Qian & Andrey L. Vasnev, 2022. "Flexible global forecast combinations," Papers 2207.07318, arXiv.org, revised Mar 2024.
- Qian, Yilin & Thompson, Ryan & Vasnev, Andrey L, 2022. "Global combinations of expert forecasts," Working Papers BAWP-2022-02, University of Sydney Business School, Discipline of Business Analytics.
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Keywords
Forecast combination; Model selection; Machine learning; Shrinkage; Robust methods;All these keywords.
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