Project-Team:CLASSIC

Project-Team Classic

Members

Overall Objectives

Research Program

Regression models of supervised learning
On-line aggregation of predictors for the prediction of time series, with or without stationarity assumptions
Multi-armed bandit problems, prediction with limited feedback

Application Domains

Forecasting of the electricity consumption
Forecasting of the air quality
Forecasting of the production data of oil reservoirs
Forecasting of exchange rates
Data mining, massive data sets
Computational linguistics
Statistical inference on biological data

New Results

Contributions earlier to 2013 but only published in 2013
Approachability with partial monitoring
High-dimensional learning and complex data
Dimension free principal component analysis
Statistical models for corpus linguistics

Bilateral Contracts and Grants with Industry

Bilateral Contracts with Industry

Partnerships and Cooperations

National Initiatives
International Initiatives

Dissemination

Scientific Animation
Teaching - Supervision - Juries
Popularization

Bibliography

Major publications
Publications of the year

Inria | Raweb 2013 | Presentation of the Project-Team CLASSIC | CLASSIC Web Site


	PDF	e-Pub

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Section: Application Domains

Forecasting of exchange rates

Our partner is HEC Paris. The goal is to aggregate in a sequential fashion the forecasts made by some (about 5) base macro-economic variables to predict monthly-averaged exchange rates.

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