19 citations · 43 across the 9 of their papers we have counts for
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stat.AP2023★ 8 cited
Probabilistic forecasting with a hybrid Factor-QRA approach: Application to electricity trading
Katarzyna Maciejowska, Tomasz Serafin, Bartosz Uniejewski
This paper presents a novel hybrid approach for constricting probabilistic forecasts that combines both the Quantile Regression Averaging (QRA) method and the factor-based averagin…
stat.AP2022★ 19 cited
LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling
Bartosz Uniejewski, Katarzyna Maciejowska
This paper develops a novel, fully automated forecast averaging scheme, which combines LASSO estimation method with Principal Component Averaging (PCA). LASSO-PCA (LPCA) explores a…