Bagging vs combination for oil futures volatility
The bagging method in machine learning is more effective than traditional models in predicting oil futures volatility, especially during the COVID-19 pandemic, with economic policy uncertainty indices being more useful than macroeconomic variables.
Featured in No. 7 on 12 Jul 2023 · on release day
- Released
- 12 Jul 2023
- First featured
- No. 7 · 12 Jul 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 16
- Identifier
- RePEc:eee:reveco:v:87:y:2023:i:c:p:457-467
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).