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  • Search: subject:"Forecast error measures"
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Year of publication
Subject
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Shannon entropy 2 artificial neural network 2 asymmetric information 2 financial crisis 2 forecast error measures 2 machine learning 2 symmetry measurements 2 Artificial intelligence 1 Entropie 1 Entropy 1 Estimation 1 Financial crisis 1 Finanzkrise 1 Forecast 1 Forecast accuracy 1 Forecast error measures 1 Forecast evaluation 1 Forecasting model 1 Künstliche Intelligenz 1 M-competition 1 Mean absolute scaled error 1 Measurement 1 Messung 1 Neural networks 1 Neuronale Netze 1 Prognose 1 Prognoseverfahren 1 Schätzung 1 Statistical error 1 Statistischer Fehler 1 Theorie 1 Theory 1 Turkey 1 Türkei 1
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Online availability
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Free 3
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 3
Author
All
Aydin, Alev Dilek 2 Cavdar, Seyma Caliskan 2 Hyndman, Rob J. 1 Koehler, Anne B. 1
Institution
All
Department of Econometrics and Business Statistics, Monash Business School 1
Published in...
All
Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 Monash Econometrics and Business Statistics Working Papers 1
Source
All
ECONIS (ZBW) 1 EconStor 1 RePEc 1
Showing 1 - 3 of 3
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An empirical analysis for the prediction of a financial crisis in Turkey through the use of forecast error measures
Cavdar, Seyma Caliskan; Aydin, Alev Dilek - In: Journal of Risk and Financial Management 8 (2015) 3, pp. 337-354
In this study, we try to examine whether the forecast errors obtained by the ANN models affect the breakout of financial crises. Additionally, we try to investigate how much the asymmetric information and forecast errors are reflected on the output values. In our study, we used the exchange rate...
Persistent link: https://www.econbiz.de/10011843263
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Cover Image
An empirical analysis for the prediction of a financial crisis in Turkey through the use of forecast error measures
Cavdar, Seyma Caliskan; Aydin, Alev Dilek - In: Journal of risk and financial management : JRFM 8 (2015) 3, pp. 337-354
In this study, we try to examine whether the forecast errors obtained by the ANN models affect the breakout of financial crises. Additionally, we try to investigate how much the asymmetric information and forecast errors are reflected on the output values. In our study, we used the exchange rate...
Persistent link: https://www.econbiz.de/10011545129
Saved in:
Cover Image
Another Look at Measures of Forecast Accuracy
Hyndman, Rob J.; Koehler, Anne B. - Department of Econometrics and Business Statistics, … - 2005
We discuss and compare measures of accuracy of univariate time series forecasts. The methods used in the M-competition and the M3-competition, and many of the measures recommended by previous authors on this topic, are found to be inadequate, and many of them are degenerate in commonly occurring...
Persistent link: https://www.econbiz.de/10005427631
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