This repo contains all codes needed to produce the results as shown in the paper Hedging Forecast Combinations With an Application to the Random Forest (https://arxiv.org/abs/2308.15384). There is also a package which contains the hedged random forest functionality (see https://github.com/elliotbeck/hedgedrf).
To download the random search results used for the figures, run: curl -L -o metadata/benchmark_total.csv https://figshare.com/ndownloader/files/40081681