11 citations · 13 across the 4 of their papers we have counts for
4 papers
Maximally Machine-Learnable Portfolios
Philippe Goulet Coulombe, Maximilian Goebel
When it comes to stock returns, any form of predictability can bolster risk-adjusted profitability. We develop a collaborative machine learning algorithm that optimizes portfolio w…
Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models
Francis X. Diebold, Maximilian Goebel, Philippe Goulet Coulombe
We use "glide charts" (plots of sequences of root mean squared forecast errors as the target date is approached) to evaluate and compare fixed-target forecasts of Arctic sea ice. W…
When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume
Francis X. Diebold, Glenn D. Rudebusch, Maximilian Goebel +2
Rapidly diminishing Arctic summer sea ice is a strong signal of the pace of global climate change. We provide point, interval, and density forecasts for four measures of Arctic sea…
A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting
Francis X. Diebold, Maximilian Gobel
We propose a reduced-form benchmark predictive model (BPM) for fixed-target forecasting of Arctic sea ice extent, and we provide a case study of its real-time performance for targe…