We presented two research papers during the conference:
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"Ensembling Shrunk Weight Estimations in Forecast Combination": Authored by Veronika Wachslander and Thomas Setzer, this study introduces a novel methodology for estimating more robust combination weights by integrating weighting, shrinking, and subsampling.
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"Machine-Learning-based Determination of Steinian Shrinkage Targets and Levels in Forecast Combination": Presented by Marco Fuchs and Thomas Setzer, this research proposes a machine learning-driven approach for selecting shrinkage targets and optimizing shrinkage levels in forecast combination settings.
We extend our sincere gratitude to the German Operations Research Society for hosting this inspiring and well-organized event!