Forecast combinations have flourished remarkably in the forecasting community and, in
recent years, have become part of mainstream forecasting research and activities …

We examine possible accuracy gains from using factor models, quantile regression and
forecast averaging to compute interval forecasts of electricity spot prices. We extend the …

This paper explores the effectiveness of predictors, including nine economic policy
uncertainty indicators, four market sentiment indicators and two financial stress indices, in …

We consider the problem of combining individual forecasts of real gross domestic product
(GDP) growth and Harmonized Index of Consumer Prices (HICP) inflation from the Survey of …

Recently, the development in combining point forecasts of electricity prices obtained with
different length of calibration windows have provided an extremely efficient and simple tool …

This paper develops a novel, fully automated forecast averaging scheme which combines
LASSO estimation with principal component averaging (PCA). LASSO-PCA (LPCA) explores …

Simple Summary Using tools from the reduced order modeling of parametric ODEs and
PDEs, including a new positivity-preserving greedy reduced basis method, we present a …

Building an investment portfolio is a problem that numerous researchers have addressed for
many years. The key goal has always been to balance risk and reward by optimally …

This paper presents a forecast combination approach for short-term assessment of
economic growth in Russia. Our method significantly expands the existing domestic …

The objective of this study is to investigate the accuracy of forecasting electrical consumption
using various combined techniques at the seasonal autoregressive integrated moving …