讲座题目：Rising to the Occasion in Ensemble Forecasting
报告人： 郝俊 中国科学院大学经济与管理学院
讲座时间：2022年9月30日(周五) 12:15-13:30
讲座地点：中国科学院大学中关村校区教学楼S406；腾讯会议 ID：280-388-068
内容摘要
Accurate forecasts are critical for decision-making and planning of business management. Yet, it faces severe challenges since data drift and performance degradation. To this end, we propose a dynamic ensemble prediction method by introducing ‘metabolic mechanism’, and build an effective investment decision support platform. We generate ten individual models and provide eight ensemble strategies under static and dynamic scenarios to test and verify the model’s prediction performance. The results reveal that the dynamic model presents the excellent performance, obtaining the slightest prediction error and the most negligible fluctuation risk. Moreover, under the same ensemble strategies, the dominance of the dynamic model is verified by the improvement rate. The dynamic model can deliver more successful trading signals, revealing its importance in investment decisions.
主讲人简介
郝俊，管理学博士，中国科学院大学经济与管理学院博士后，获NSFC青年基金、中国科学院特别研究助理资助项目。围绕集成预测、风险决策开展了一系列研究工作，成果发表于IJPE、AOR、IEEE TFS、《中国管理科学》《系统工程理论与实践》等国内外主流学术期刊上。曾获中国科学院“院长优秀奖”，研究生国家奖学金，成思危优秀学生奖，唐立新奖学金以及山东省社科优秀成果三等奖等多项奖励。
