【摘 要】
：
Empirical and theoretical works have clearly established importance of forecast combination.Research has now provided insightful understanding on gain and p
【机 构】
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School of Statistics,University of Minnesota
【出 处】
：
2009 International Conference on Financial Statistics and Fi
论文部分内容阅读
Empirical and theoretical works have clearly established importance of forecast combination.Research has now provided insightful understanding on gain and price of forecast combinations for various situations,and methods have been obtained to achieve optimal performance.However,little has been done to deal with forecast outliers,which commonly occur in economic,financial,and other areas of application of forecasting.In this work,we propose robust forecast combination methods.
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