The M6 forecasting competition: Bridging the gap between forecasting and investment decisions — mentioned by hcarlens

Tue, 26 Mar 2024 08:55:06 GMT

That was true in the first Makridakis competition ("M1") in 1982, and possibly until M4 in 2018, but both M5 and M6 were won by what would generally be considered relatively sophisticated methods (e.g. LightGBM). The Wikipedia article doesn't have that much detail on M5 or M6, but the M5 papers are in the International Journal of Forecasting[1] and M6 should be published later this year (there's already a preprint on arxiv [2]). I recently spent some time looking into the history and results of the M competitions and had a chance to speak to Professor Makridakis about them, as well as the…

Paper and discussion history. A mention is not an endorsement.

The M6 forecasting competition: Bridging the gap between forecasting and investment decisions · HackerPapers discussions

The M6 forecasting competition: Bridging the gap between forecasting and investment decisions — mentioned by hcarlens