Does the consideration of market prices in model selection increase model profitability? Evidence from theory, artificial data and real-world data
Authors:
- Fabian WunderlichFWFabian Wunderlich
- Marc Garnica CaparrósMCMarc Garnica Caparrós
- Daniel MemmertDMDaniel Memmert
Open Access
- 23 April 2026
- journal article
- Published by Elsevier in International Journal of Forecasting
- Vol. 42 (4) , 1123-1134
Abstract
No abstract availableFunding Information
- Deutsche Forschungsgemeinschaft (ME 2678/29.1)
- Deutsche Forschungsgemeinschaft (ME 2678/29-3 \u2014 WU 1005/1-3)
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