4 papers
Do Short Exposure and Systematic Risk Exposure Drive Asymmetries in the Disposition Effect?
Lorenzo Mazzucchelli, Marco Zanotti, Luca Vincenzo Ballestra +1
This study examines the disposition effect in both long and short exposure positions in FTSE MIB tracking ETFs using a unique dataset of almost 9 million individual transactions. B…
Analyzing the retraining frequency of global forecasting models: towards more stable forecasting systems
Marco Zanotti
Forecast stability, that is, the consistency of predictions over time, is essential in business settings where sudden shifts in forecasts can disrupt planning and erode trust in pr…
On the retraining frequency of global models in retail demand forecasting
Marco Zanotti
In an era of increasing computational capabilities and growing environmental consciousness, organizations face a critical challenge in balancing the accuracy of forecasting models…
The cost of ensembling: is it always worth combining?
Marco Zanotti
Given the continuous increase in dataset sizes and the complexity of forecasting models, the trade-off between forecast accuracy and computational cost is emerging as an extremely…