The global economy creates unequal conditions for the development of different countries in
terms of their endowment with resources, the ability to use technologies, the availability of …

Achieving high accuracy in time series forecasting (TSF) is challenging; particularly for
series with inadequate training data or insignificant correlation among data. Modelling such …

It is well-known that the weighted averages of two competing forecasts may reduce mean
squared prediction errors (MSPE) and may also introduce certain inefficiencies. In this …

Forecasting the trajectory of time series is notably challenging, primarily attributed to the
intrinsic non-linearities and continually shifting dynamics present in financial markets. In this …

Bayesian predictive synthesis (BPS) provides a method for combining multiple predictive
distributions based on agent/expert opinion analysis theory and encompasses a range of …

We discuss the finite sample theoretical properties of online predictions in non-stationary
time series under model misspecification. To analyze the theoretical predictive properties of …