A scientometrics review on combining forecasts in financial markets
Combining forecasts has been widely applied as one of the approaches to increase the predictive power over the past few decades. With the promising results, it has seen an explosion in the number of articles on combining forecasts, of which review of the literature become resources taxing and causes...
| Main Authors: | , , , , , |
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| Format: | Article |
| Published: |
Inderscience
2023
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| Online Access: | http://psasir.upm.edu.my/id/eprint/106708/ |
| _version_ | 1848864808764440576 |
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| author | Ho, Jen Sim Choo, Wei Chong Yee, Choy Leong Lau, Wei Theng Zhang, Yuruixian Wan, Cheong Kin |
| author_facet | Ho, Jen Sim Choo, Wei Chong Yee, Choy Leong Lau, Wei Theng Zhang, Yuruixian Wan, Cheong Kin |
| author_sort | Ho, Jen Sim |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | Combining forecasts has been widely applied as one of the approaches to increase the predictive power over the past few decades. With the promising results, it has seen an explosion in the number of articles on combining forecasts, of which review of the literature become resources taxing and causes researcher's cognitive burden. This study applies a scientometrics analysis to demonstrate the intellectual maps about the networking of research work through co-citation analysis and collaboration analysis. A total of 184 publications in 1965 to 2020 related to combining forecast in financial markets were obtained from WoS database and were analysed. The keyword analysis identified five clusters of research: 1) model performance; 2) time series model error and volatility; 3) time series and tests; 4) forecast evaluation; 5) model efficiency in the combining research area and the evolution of combining forecasts over the study periods were also discussed. The visual mapping results provide an overview of combining forecast development which helps other researchers in formulating their research directions. |
| first_indexed | 2025-11-15T13:54:42Z |
| format | Article |
| id | upm-106708 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-15T13:54:42Z |
| publishDate | 2023 |
| publisher | Inderscience |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-1067082024-09-26T07:35:12Z http://psasir.upm.edu.my/id/eprint/106708/ A scientometrics review on combining forecasts in financial markets Ho, Jen Sim Choo, Wei Chong Yee, Choy Leong Lau, Wei Theng Zhang, Yuruixian Wan, Cheong Kin Combining forecasts has been widely applied as one of the approaches to increase the predictive power over the past few decades. With the promising results, it has seen an explosion in the number of articles on combining forecasts, of which review of the literature become resources taxing and causes researcher's cognitive burden. This study applies a scientometrics analysis to demonstrate the intellectual maps about the networking of research work through co-citation analysis and collaboration analysis. A total of 184 publications in 1965 to 2020 related to combining forecast in financial markets were obtained from WoS database and were analysed. The keyword analysis identified five clusters of research: 1) model performance; 2) time series model error and volatility; 3) time series and tests; 4) forecast evaluation; 5) model efficiency in the combining research area and the evolution of combining forecasts over the study periods were also discussed. The visual mapping results provide an overview of combining forecast development which helps other researchers in formulating their research directions. Inderscience 2023-04-16 Article PeerReviewed Ho, Jen Sim and Choo, Wei Chong and Yee, Choy Leong and Lau, Wei Theng and Zhang, Yuruixian and Wan, Cheong Kin (2023) A scientometrics review on combining forecasts in financial markets. International Journal of Business Forecasting and Marketing Intelligence, 8 (3). pp. 272-293. ISSN 1744-6635; ESSN: 1744-6643 https://www.inderscience.com/info/inarticle.php?artid=131762 10.1504/ijbfmi.2023.131762 |
| spellingShingle | Ho, Jen Sim Choo, Wei Chong Yee, Choy Leong Lau, Wei Theng Zhang, Yuruixian Wan, Cheong Kin A scientometrics review on combining forecasts in financial markets |
| title | A scientometrics review on combining forecasts in financial markets |
| title_full | A scientometrics review on combining forecasts in financial markets |
| title_fullStr | A scientometrics review on combining forecasts in financial markets |
| title_full_unstemmed | A scientometrics review on combining forecasts in financial markets |
| title_short | A scientometrics review on combining forecasts in financial markets |
| title_sort | scientometrics review on combining forecasts in financial markets |
| url | http://psasir.upm.edu.my/id/eprint/106708/ http://psasir.upm.edu.my/id/eprint/106708/ http://psasir.upm.edu.my/id/eprint/106708/ |