# Ensembling regression models

I'm working on a securities pricing project and have a bunch of models I'd like to stack/ensemble together. I've been using simple linear regression in R (the lm() function) so far but the results are over fitting pretty badly.

Does anyone have any suggestions for whether some other stacking method might be better or any papers/articles that describe how to stack regression models (as opposed to classification models).

You might also look at randomForest or gbm in R depending on your data.