complex nonlinear dynamics. This study introduces a novel model, the Expectile Regression Neural Network for Mixed … existing frameworks by incorporating a fully differentiable expectile-based loss function, which enables more direct and stable …

estimated using both parametric and nonparametric methods, including convex expectile regression and its control function …

estimated using both parametric and nonparametric methods, including convex expectile regression and its control function …

contrast, expectile risk measures are not as widely used, even though they are both coherent and elicitable. This paper … optimization problems involving expectile-linked constraints, relate expectiles with VaR and CVaR by means of both equalities and …