Search Results - subject:"Loss Function"

Forecast encompassing tests for the expected shortfall

Dimitriadis, Timo; Schnaitmann, Julie - In: International journal of forecasting 37 (2021) 2, pp. 604-621

Persistent link: https://www.econbiz.de/10012792857

Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers

Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - 2017

three pillars: (i) a flexible loss function; (ii) statistical evaluation of forecast accuracy; (iii) economic evaluation of …

Persistent link: https://www.econbiz.de/10011662416

Assessing nominal GDP targeting in the South African context

Creamer, Kenneth; Botha, Robert Tregathen - In: Central Bank Review (CBR) 17 (2017) 1, pp. 1-10

be superior to Inflation targeting in minimising the South African Reserve Bank's loss function. This is done by … price and output stability and adds currency fluctuation into the loss function, both using data from 1993Q1 to 2014Q1 and …

Persistent link: https://www.econbiz.de/10012217550

Forecasting Football Match Results in National League Competitions Using Score-Driven Time Series Models

Koopman, Siem Jan S.J.; Lit, Rutger - 2017

We develop a new dynamic multivariate model for the analysis and the forecasting of football match results in national league competitions. The proposed dynamic model is based on the score of the predictive observation mass function for a high-dimensional panel of weekly match results. Our main...

Persistent link: https://www.econbiz.de/10011819455