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Making the whole greater than the sum of its parts: A literature review of ensemble methods for financial time series forecasting. (2022). Peng, Yaohao ; Fontoura, Joo Pedro ; Melo, Pedro Henrique.
In: Journal of Forecasting.
RePEc:wly:jforec:v:41:y:2022:i:8:p:1701-1724.

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  8. Combining expert forecasts: Can anything beat the simple average?. (2013). Meyler, Aidan ; Kenny, Geoff ; Genre, Veronique ; Timmermann, Allan.
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  9. Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?. (2013). Mogliani, Matteo ; Bec, Frédérique.
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  10. Forecasting with Many Models: Model Confidence Sets and Forecast Combination. (2013). Samuels, Jon D. ; Sekkel, Rodrigo.
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  11. Volatility Forecast Combinations using Asymmetric Loss Functions. (2012). Kourouyiannis, Constantinos ; Kourtellos, Andros ; Andreou, Elena.
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  22. Combination of long term and short term forecasts, with application to tourism demand forecasting. (2011). Atiya, Amir F. ; Andrawis, Robert R. ; El-Shishiny, Hisham .
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  24. Advances in Forecasting Under Instability. (2011). Rossi, Barbara.
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  25. Nowcasting GDP in Real-Time: A Density Combination Approach. (2011). Thorsrud, Leif ; Jore, Anne Sofie ; Aastveit, Knut Are ; Gerdrup, Karsten R..
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  26. Adaptive Forecasting of Exchange Rates with Panel Data. (2010). Dross, Alexander ; Morales-Arias, Leonardo .
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  27. Should macroeconomic forecasters use daily financial data and how?. (2010). Kourtellos, Andros ; Andreou, Elena ; Ghysels, Eric.
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  29. Averaging forecasts from VARs with uncertain instabilities. (2010). McCracken, Michael ; Clark, Todd.
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  31. Real-time forecast averaging with ALFRED. (2010). McCracken, Michael ; Banternghansa, Chanont .
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  33. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco .
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  34. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco .
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  35. Differences in housing price forecastability across US states. (2009). Strauss, Jack ; Rapach, David E..
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  36. Forecasts of US short-term interest rates: A flexible forecast combination approach. (2009). Timmermann, Allan ; Guidolin, Massimo.
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  37. Flexible shrinkage in portfolio selection. (2009). Golosnoy, Vasyl ; Okhrin, Yarema.
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  38. Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts. (2009). Capistrán, Carlos ; Benavides, Guillermo .
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  39. Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data. (2008). Nikolsko-Rzhevskyy, Alex.
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  40. Averaging forecasts from VARs with uncertain instabilities. (2008). McCracken, Michael ; Clark, Todd.
    In: Working Papers.
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  41. Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance. (2007). Golosnoy, Vasyl ; Herwartz, Helmut.
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  42. Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information. (2007). van Dijk, Dick ; Ravazzolo, Francesco ; De Pooter, Michiel.
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  43. Forecasting real housing price growth in the Eighth District states. (2007). Strauss, Jack ; Rapach, David E..
    In: Regional Economic Development.
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  44. Online forecast combinations of distributions: Worst case bounds. (2007). Sancetta, Alessio.
    In: Journal of Econometrics.
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  45. Online Forecast Combination for Dependent Heterogeneous Data. (2007). Sancetta, Alessio.
    In: Cambridge Working Papers in Economics.
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  46. Averaging forecasts from VARs with uncertain instabilities. (2006). McCracken, Michael ; Clark, Todd.
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  47. Forecasting employment growth in Missouri with many potentially relevant predictors: an analysis of forecast combining methods. (2005). Strauss, Jack ; Rapach, David E..
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  48. Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: IZA Discussion Papers.
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  49. Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: CESifo Working Paper Series.
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  50. ‘Forecasting Time Series Subject to Multiple Structural Breaks’. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0433.

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