Messner, Jakob W.; Mayr, Georg J.; Zeileis, Achim; … - Institut für Finanzwissenschaft, Fakultät für … - 2013
-processed. One recent ensemble-calibration method is extended logistic regression which extends the popular logistic regression to … using this approach, the ensemble spread can be used effectively to improve forecasts from extended logistic regression. … improve the forecasts. In this study we show that when simply used as ordinary predictor variable in extended logistic …