Entropy Application for Forecasting

• Другие авторы: Lopez-Menendez, Ana Jesus (Редактор), Pérez-Suárez, Rigoberto (Редактор)
• Формат: Электронный ресурс Глава книги
• Язык: английский
• Опубликовано: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2020
• Предметы: Economics, finance, business & management
• Online-ссылка: 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...