Optimal selection of expert forecasts with integer programming
Sign Up to like & getrecommendations! Published in 2018 at "Omega"
DOI: 10.1016/j.omega.2017.06.010
Abstract: Combinations of point forecasts from expert forecasters are known to frequently outperform individual forecasts. It is also well documented that combination by simple averaging very often has performance superior to that of more sophisticated combinations.… read more here.
Keywords: combination; selection expert; expert forecasts; integer programming ... See more keywords