Combining forecasts in the presence of ambiguity over correlation structures.

Gilat Levy Ronny Razin

Published in: J. Econ. Theory (2022)

Keyphrases

short term
historical data
real time
combining multiple
hidden markov models
information technology
correlation analysis
structural features
image structure
evolutionary algorithm
multi agent
multiscale
bayesian networks
decision making
feature selection
information systems
genetic algorithm