On Model Aggregation and Forecast Combination
The authors of this working paper look at robust aggregation of information under pervasive model uncertainty. Their proposed method offers a scientific basis for the informal way policy makers refer…
Read the full articleYou might also wanna read

Consumption Sensitivity of Uncertain Households
Uncertainty is a key component of everyday economic decisions of consumers and, perhaps not surprisingly, it plays a central role in economi
Unlocking AI Potential: The Power of Aggregation
Exploring how aggregation in AI systems can expand output capabilities beyond single model limitations. This study reveals the mechanisms th
The Granularity Paradox: When More Data Leads To Worse Forecasts
Exploring the Granularity Paradox in time-series forecasting, where finer temporal data can hinder accuracy. Is it time to reconsider our fo
Kent Osband's "Rationally Turbulent Expectations" Explores Bayesian Learning with Calm and Turbulent Phases
Kent Osband writes
Information Theory and Ensemble Models
How should we ensemble time-series forecasts better? The post Information Theory and Ensemble Models appeared first on Towards Data Science

Seeing Through the Shutdown’s Missing Inflation Data
Data releases for inflation have been scarce over the past four months due to the government shutdown. As a result, until January 22 no pers

Comments
Sign in to join the conversation.
No comments yet. Be the first.