Add svg qr code
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@@ -25896,7 +25896,7 @@ Berrisch, J. <span class="citation" data-cites="berrisch2025rcpptimer">(<a href=
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<h2>Introduction</h2>
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<div class="columns">
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<div class="column" style="width:48%;">
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<p>The Idea:</p>
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<h3 id="the-idea">The Idea:</h3>
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<ul>
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<li><p>Combine multiple forecasts instead of choosing one</p></li>
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<li><p>Combination weights may vary over <strong>time</strong>, over the <strong>distribution</strong> or <strong>both</strong></p></li>
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@@ -25965,7 +25965,7 @@ Berrisch, J. <span class="citation" data-cites="berrisch2025rcpptimer">(<a href=
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<ul>
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<li>The experts can be institutions, persons, or models</li>
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<li>The forecasts can be point-forecasts (i.e., mean or median) or full predictive distributions</li>
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<li>We do not need any assumptions concerning the underlying data</li>
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<li>We do not need a distributional assumption concerning the underlying data</li>
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<li><span class="citation" data-cites="cesa2006prediction">Cesa-Bianchi & Lugosi (<a href="#/references" role="doc-biblioref" onclick>2006</a>)</span></li>
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</ul>
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</div></div>
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@@ -26039,12 +26039,12 @@ w_{t,k}^{\text{Naive}} = \frac{1}{K}\label{eq:naive_combination}
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<p><span class="math display">\[\begin{equation}
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\frac{1}{t}\left(\widetilde{\mathcal{R}}_t - \widehat{\mathcal{R}}_{t,\min} \right) \stackrel{t\to \infty}{\rightarrow} a \quad \text{with} \quad a \leq 0.
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\label{eq_opt_select}
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\end{equation}\]</span> The forecaster is asymptotically not worse than the best expert <span class="math inline">\(\widehat{\mathcal{R}}_{t,\min}\)</span>.</p>
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\end{equation}\]</span> The forecaster is asymptotically not worse than the best expert.</p>
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<h3 id="the-convex-aggregation-problem">The convex aggregation problem</h3>
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<p><span class="math display">\[\begin{equation}
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\frac{1}{t}\left(\widetilde{\mathcal{R}}_t - \widehat{\mathcal{R}}_{t,\pi} \right) \stackrel{t\to \infty}{\rightarrow} b \quad \text{with} \quad b \leq 0 .
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\label{eq_opt_conv}
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\end{equation}\]</span> The forecaster is asymptotically not worse than the best convex combination <span class="math inline">\(\widehat{X}_{t,\pi}\)</span> in hindsight (<strong>oracle</strong>).</p>
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\end{equation}\]</span> The forecaster is asymptotically not worse than the best convex combination in hindsight (<strong>oracle</strong>).</p>
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</div><div class="column" style="width:4%;">
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</div><div class="column" style="width:48%;">
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@@ -26122,7 +26122,7 @@ w_{t,k}^{\text{Naive}} = \frac{1}{K}\label{eq:naive_combination}
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1-2e^{-x}
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\label{eq_boa_opt_select}
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\end{equation}\]</span></p>
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<p>if <span class="math inline">\(Y_t\)</span> is bounded, the considered loss <span class="math inline">\(\ell\)</span> is convex <span class="math inline">\(G\)</span>-Lipschitz and weak exp-concave in its first coordinate.</p>
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<p>if <span class="math inline">\(Y_t\)</span> is bounded, the considered loss <span class="math inline">\(\ell\)</span> is convex, <span class="math inline">\(G\)</span>-Lipschitz, and weak exp-concave in its first coordinate.</p>
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<p><i class="fa fa-fw fa-arrow-right" style="color:var(--col_grey_10);"></i> Almost optimal w.r.t. <em>selection</em> <span class="math inline">\(\eqref{eq_optp_select}\)</span> <span class="citation" data-cites="gaillard2018efficient">Gaillard & Wintenberger (<a href="#/references" role="doc-biblioref" onclick>2018</a>)</span>.</p>
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<p><i class="fa fa-fw fa-arrow-right" style="color:var(--col_grey_10);"></i> We show that this holds for QL under feasible conditions.</p>
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</div>
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@@ -28148,11 +28148,10 @@ Coal
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</div><div class="column" style="width:4%;">
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</div><div class="column" style="width:48%;">
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<p><br></p>
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<center>
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<img role="img" 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truncated
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</center>
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<p><i class="fa fa-fw fa-newspaper" style="color:var(--col_grey_10);"></i> <span class="citation" data-cites="berrisch2023modeling">Berrisch, Pappert, et al. (<a href="#/references" role="doc-biblioref" onclick>2023</a>)</span></p>
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<p><i class="fa fa-fw fa-newspaper" style="color:var(--col_grey_9);"></i> Berrisch, J., Pappert, S., Ziel, F., & Arsova, A. <span class="citation" data-cites="berrisch2023modeling">(<a href="#/references" role="doc-biblioref" onclick>2023</a>)</span>. Modeling volatility and dependence of European carbon and energy prices. <em>Finance Research Letters</em>, 52, 103503.</p>
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</div></div>
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</section>
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<section id="sec-contributions" class="slide level2">
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