Jeroen V.K. Rombouts

1. On loss functions and ranking forecasting performances of multivariate volatility models
   2012/08/13 by Sébastien Laurent, Jeroen V.K. Rombouts, Francesco Violante · 3 citations
   Economics, Econometrics and Finance · Environmental Science · #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Monetary Policy and Economic Impact
2. Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning
   2024/02/14 by Jeroen V.K. Rombouts, Marie Ternes, Rombouts, Jeroen +3 · 1 citation
   Decision Sciences · Engineering · #Advanced Data Processing Techniques #Applications (stat.AP) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Fault Detection and Control Systems #Forecasting Techniques and Applications #Machine Learning (stat.ML) #Methodology (stat.ME)