Search Results for author: Tamas Henk

Found 2 papers, 0 papers with code

Portfolio optimization using local linear regression ensembles in RapidMiner

no code implementations29 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.

Portfolio Optimization regression

GEFCOM 2014 - Probabilistic Electricity Price Forecasting

no code implementations23 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.

regression Time Series +1

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