On November 18th, the19th lecture of the Quantitative Methods and Data Analytics Seminar Series (QMDA) organized by Business Analysis and Research Center, Shanghai Data Technology, and dDecision-making Frontier Science Research Base, and College of Business of Shanghai University of Finance and Economics was held online as scheduled. Yuhong Yang, Professor from the University of Minnesota was invited to deliver a scholarly lecture on “Adaptive and Robust Forecast Combinations.” The seminar was hosted by Professor Xie Tian from the College of Business of Shanghai University of Finance and Economics.
This lecture focuses on an adaptive combination of prediction algorithms, which automatically respond to instability and structural changes in data generation and it will deal with the outlier error in prediction well.
At the end of the lecture, the students and teachers who participated in the lecture made a warm interaction and discussion with Professor Yuhong Yang. The lecture came to a successful conclusion with the warm discussion.