Search Results - subject:"Loss function"

Designing a simple loss function for central banks : does a dual mandate make sense?

Debortoli, Davide; Kim, Jinill; Lindé, Jesper; Nunes, … - 2017

Persistent link: https://www.econbiz.de/10011694745

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

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

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

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

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

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

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

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

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