Name
Abstract | ||
|---|---|---|
In this paper we propose a consensus forecasting method based on a convex combination of individual forecast densities. The exact Bayesian updating of the convex combination weights is very complex and practically prohibitive. We propose a simple sequential updating alternative method based on function approximation. Several examples illustrate the method. |
Year | DOI | Venue |
|---|---|---|
2001 | 10.1111/j.1540-5915.2001.tb00967.x | DECISION SCIENCES |
Keywords | DocType | Volume |
financial models,statistics,time series forecasting,term structure | Journal | 32 |
Issue | ISSN | Citations |
3 | 0011-7315 | 2 |
PageRank | References | Authors |
0.40 | 1 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Kim-Hung Li | 1 | 29 | 4.94 |
| Heung Wong | 2 | 80 | 22.74 |
| Marvin Troutt | 3 | 17 | 1.32 |