no code implementations • 29 Jun 2015 • 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.
no code implementations • 23 Jun 2015 • Gergo Barta, Gyula Borbely, Gabor Nagy, Sandor Kazi, Tamas Henk
Energy price forecasting is a relevant yet hard task in the field of multi-step time series forecasting.