Hedging Forecast Combinations With an Application to the Random Forest

@misc{beckThu Aug 31 2023 07:56:28 GMT+0000 (Coordinated Universal Time)hedgingforecastcombinations,
      title={Hedging Forecast Combinations With an Application to the Random Forest},
      author={Elliot Beck and Damian Kozbur and Michael Wolf},
      year={Thu Aug 31 2023 07:56:28 GMT+0000 (Coordinated Universal Time)},
      eprint={2308.15384},
      archivePrefix={arXiv},
      primaryClass={q-fin.PM},
      url={https://arxiv.org/abs/2308.15384},
}