Machine-Learning-Based Determination of Steinian Shrinkage Targets and Levels in Forecast Combination

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]

@inproceedings{FuchsS24,
  title = {Machine-Learning-Based Determination of Steinian Shrinkage Targets and Levels in Forecast Combination},
  author = {Marco Fuchs and Thomas Setzer},
  year = {2024},
  doi = {10.1007/978-3-031-92575-7_9},
  url = {https://doi.org/10.1007/978-3-031-92575-7_9},
  researchr = {https://researchr.org/publication/FuchsS24},
  cites = {0},
  citedby = {0},
  pages = {60-65},
  booktitle = {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},
  editor = {Lukas Glomb},
  series = {Lecture Notes in Operations Research},
  publisher = {Springer},
  isbn = {978-3-031-92574-0},
}