Marco Fuchs, Thomas Setzer. Machine-Learning-Based Determination of Steinian Shrinkage Targets and Levels in Forecast Combination. In Lukas Glomb, editor, Operations Research Proceedings 2024: Selected Papers of the International Conference of the German, Austrian and Swiss Operations Research Societies (GOR, ÖGOR, SVOR/ASRO), Munich, Germany, September 3-6, 2024. Lecture Notes in Operations Research, pages 60-65, Springer, 2024. [doi]
Abstract is missing.