Metalearning of time series: an approximate dynamic programming approach

Ricardo A. Collado, Germán G. Creamer

Research output: Contribution to journalArticlepeer-review

Abstract

A new approximate dynamic programming algorithm applied to time series forecasting.

Original languageEnglish
Pages (from-to)539-551
Number of pages13
JournalQuantitative Finance
Volume23
Issue number4
DOIs
StatePublished - 2023

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