pr-data.zip
Creators:
Davide Pettenuzzo
;
Francesco Ravazzolo
From the dataset abstract
We propose a density combination approach featuring combination weights that depend on the past forecast performance of the individual models entering the combination through a...
Source: Optimal Portfolio Choice Under Decision‐Based Model Combinations (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/571b9519-3550-4b59-85bf-5b25845a1ac0/resource/af8efae3-fae4-413f-b3cf-85b468858e3f/download/pr-data.zip |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
