16 citations · 24 across the 4 of their papers we have counts for
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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…