Search Results for author: Maximilian Goebel

Found 4 papers, 1 papers with code

Maximally Machine-Learnable Portfolios

no code implementations8 Jun 2023 Philippe Goulet Coulombe, Maximilian Goebel

We develop a collaborative machine learning algorithm that optimizes portfolio weights so that the resulting synthetic security is maximally predictable.

Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models

1 code implementation21 Jun 2022 Francis X. Diebold, Maximilian Goebel, Philippe Goulet Coulombe

We use "glide charts" (plots of sequences of root mean squared forecast errors as the target date is approached) to evaluate and compare fixed-target forecasts of Arctic sea ice.

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