16 citations · 22 across the 3 of their papers we have counts for
3 papers
stat.AP2016★ 6 cited
Forecasting Framework for Open Access Time Series in Energy
Gergo Barta, Gabor Nagy, Gabor Simon +1
In this paper we propose a framework for automated forecasting of energy-related time series using open access data from European Network of Transmission System Operators for Elect…
q-fin.PM2015
Portfolio optimization using local linear regression ensembles in RapidMiner
Gabor Nagy, Gergo Barta, Tamas Henk
In this paper we implement a Local Linear Regression Ensemble Committee (LOLREC) to predict 1-day-ahead returns of 453 assets form the S&P500. The estimates and the historical retu…
stat.ML2015★ 16 cited
GEFCOM 2014 - Probabilistic Electricity Price Forecasting
Gergo Barta, Gyula Borbely, Gabor Nagy +2
Energy price forecasting is a relevant yet hard task in the field of multi-step time series forecasting. In this paper we compare a well-known and established method, ARMA with exo…