Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy.

Jiaju Miao Pawel Polak

Published in: CoRR (2023)

Keyphrases

dynamic programming
complex systems
optimal strategy
computational models
closed form
statistical models
neural network
probabilistic model
optimal solution
model selection
parameter estimation
online learning
higher education
experimental data
training set
ensemble methods
mathematical models
information retrieval