Abstract
In this paper, it is proposed to combine the forecasts using a simple Bayesian forecast combination algorithm. The algorithm is applied to forecasts from three non-nested diffusion models for S shaped processes like virus diffusion. An illustration to daily data on first-wave cumulative Covid-19 cases in the Netherlands shows the ease of use of the algorithm and the accuracy of the newly combined forecasts.
| Original language | English |
|---|---|
| Article number | 2050016 |
| Journal | Annals of Financial Economics |
| Volume | 15 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 6 Feb 2021 |
Bibliographical note
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