Forecasting market returns: bagging or combining?
This paper provides a rigorous and detailed analysis of the methods of bagging, which addresses both model and parameter uncertainty. We provide a multi-country study of bagging, of which there are very few to date, that examines out-of-sample forecasts for the G7 and a broad set of Asian countries....
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Default Article |
| Published: |
2016
|
| Subjects: | |
| Online Access: | https://hdl.handle.net/2134/22258 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|