Weighing Observations for Time Series Forecasting: Controlling the Accuracy-Simplicity Tradeoff when dynamically Selecting Weighing Schemes
Victor Hoornweg (Erasmus University Rotterdam)
- PhD Lunch Seminars
Victor Hoornweg (Erasmus University Rotterdam)
Vladimir Tikhomirov (Moscow State University, Russia)
Robin Lumsdaine (American University, Washington DC, United States)
Ramana Nanda (Harvard University, United States)
Fabio Sabatini ((Sapienza Universita di Roma, Italy)
Guido Baltussen (EUR)
Leonid Kogan (Massachusetts Institute of Technology, United States)
Oriana Bandiera (London School of Economics, United Kingdom)
Bruno Jacobs (Business Economics, Erasmus University Rotterdam)
Xu Cheng (University of Pennsylvania, United States)
Sarah Draus (Erasmus University Rotterdam)
Peter Neary (Oxford University, United Kingdom)
Victor Hoornweg (Erasmus University Rotterdam)
Dante Amengual (Universidad Internacional Menéndez Pelayo, Spain)
Ruediger Fahlenbrach (Swiss Finance Institute, Switzerland)
Elvira Sojli (Erasmus University Rotterdam)
Matthew Neidell (Columbia University NY, United States)
Aiste Ruseckaite (EUR)
Paulo Rodrigues (Bank of Portugal, Portugal)
Nicola Gennaioli (Bocconi University, Italy)