Entropy Application for Forecasting

• Andere auteurs: Lopez-Menendez, Ana Jesus (Redacteur), Pérez-Suárez, Rigoberto (Redacteur)
• Formaat: Elektronisch Hoofdstuk
• Taal: Engels
• Gepubliceerd in: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2020
• Onderwerpen: Economics, finance, business & management
• Online toegang: DOAB: download the publication; DOAB: description of the publication

This book shows the potential of entropy and information theory in forecasting, including both theoretical developments and empirical applications. The contents cover a great diversity of topics, such as the aggregation and combination of individual forecasts, the comparison of forecasting performan...