. Kernel logistic regression, support vector machines, least squares and the AdaBoost loss function are treated as special …

. Kernel logistic regression, support vector machines, least squares and the AdaBoost loss function are treated as special …

in the context of stock-flow models where multicointegration typically occurs. A loss function based on a standard mean … square forecast error (MSFE) criterion focuses on the forecast errors of the flow variables alone. Likewise, a loss function … a new loss function which is based on the triangular representation of multicointegrated systems which further penalizes …

Loss functions play a central role in the theory and practice of forecasting. If the loss function is quadratic, the … of underprediction and overprediction. Conversely, a loss function for which quantiles are optimal point forecasts is …