Search Results - subject:"Loss function"

Accuracy in risk estimation based on simple SMA and EWNA models : evidence from Macedonain Stock Market

Angelovska, Julijana; Ivanovski, Zoran - In: UTMS journal of economics / University of Tourism and … 9 (2018) 1, pp. 17-27

of 10 stocks comprising MBI-10. Binary Loss Function (BLF) is employed to measure accuracy of VaR calculations, because …

Persistent link: https://www.econbiz.de/10011901688

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

Economic statistical design of adaptive X̄ control charts based on quality loss functions

Abolmohammadi, M.; Seif, A.; Behzadi, M. H.; Moghadam, M. B. - In: Operational research : an international journal 21 (2021) 2, pp. 1041-1080

Persistent link: https://www.econbiz.de/10012584161

Generic conditions for forecast dominance

Krüger, Fabian; Ziegel, Johanna - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 972-983

Persistent link: https://www.econbiz.de/10012653217

Information in the term structure : a forecasting perspective

Doshi, Hitesh; Jacobs, Kris; Liu, Rui - In: Management science : journal of the Institute for … 67 (2021) 8, pp. 5255-5277

Persistent link: https://www.econbiz.de/10012625107

Dynamic markdown decisions based on a quality loss function in on-site direct-sale supply chains for perishable food

Chen, Shih-Pin; Chen, Chih-Ying - In: Journal of the Operational Research Society 72 (2021) 4, pp. 822-836

Persistent link: https://www.econbiz.de/10012500996

Inferring linear feasible regions using inverse optimization

Ghobadi, Kimia; Mahmoudzadeh, Houra - In: European journal of operational research : EJOR 290 (2021) 3, pp. 829-843

Persistent link: https://www.econbiz.de/10012495226

Optimal simple objectives for monetary policy when banks matter

Laureys, Lien; Meeks, Roland; Wanengkirtyo, Boromeus - In: European economic review : EER 135 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012695813

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

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