1 citations · 1 across the 1 of their papers we have counts for
2 papers
econ.EM2023★ 1 cited
Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms
Yu Jeffrey Hu, Jeroen Rombouts, Ines Wilms
On-demand service platforms face a challenging problem of forecasting a large collection of high-frequency regional demand data streams that exhibit instabilities. This paper devel…
stat.AP2016
Lasso-based forecast combinations for forecasting realized variances
Ines Wilms, Jeroen Rombouts, Christophe Croux
Volatility forecasts are key inputs in financial analysis. While lasso based forecasts have shown to perform well in many applications, their use to obtain volatility forecasts has…