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LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Uniejewski, Bartosz, Maciejowska, Katarzyna
Natura:	Preprint
Pubblicazione:	2022
Soggetti:	Applications Risk Management Statistical Finance
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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