Nikolaos Kourentzes
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Tag Archives: shrinkage

Tactical sales forecasting using a very large set of macroeconomic indicators

Y.R. Sagaert, E-H. Aghezzaf, N. Kourentzes and B. Desmet, 2017. European Journal of Operational Research.

Category: Journal papers Tags: automatic specification, leading indicators, shrinkage, variable selection

Nikolaos Kourentzes is an Associate Professor (Senior Lecturer) at Lancaster University and a member of the Lancaster Centre for Forecasting.

email: nikolaos@kourentzes.com
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