Abstract: A system, method, and computer-readable medium are disclosed for using machine learning to improve forecasting of market behavior which includes identifying market forecast data associated with forecasting intervals; retrieving the forecast data and actual market behavior data corresponding to a historical forecasting interval; generating a historical market behavior forecast by performing a forecasting operation using the market forecast data and a machine learning forecasting model; identifying a particular machine learning model corresponding to a target forecasting interval based upon results of the historical market behavior forecast for corresponding historical forecasting intervals; and, generating a market behavior forecast for each interval using the particular machine learning operation.