Evangelos Spiliotis is a Research Fellow at the Forecasting and Strategy Unit, National Technical University of Athens (NTUA). He co-organised the M4 and M5 Forecasting Competitions and is an organiser of the M6 competition.
Evangelos talks about his research directions, highlighting the role of machine learning algorithms in time series forecasting within current business processes. He also discusses the M competitions which have been organized by Professor Spyros Makridakis and Evangelos for the last several years. The M6 competition, a competition on forecasts of stock price (returns) and risk, is live now and will be finalised in February 2023.
Evangelos recommends Forecasting: Principles and Practice (3rd ed) by Rob J Hyndman and George Athanasopoulos and Practical Time Series Forecasting with R: A Hands-On Guide by Galit Shmueli and Kenneth C. Lichtendahl Jr.
He also recommends the following papers: Forecasting: Theory and Practice by Petropoulos et al., Retail forecasting: Research and Practice by Fildes, Ma and Kolassa, and the special International Journal of Forecasting issues on the M competitions.