Search Results - subject:"Loss function"

Modeling and evaluating conditional quantile dynamics in VaR forecasts

Cipollini, Fabrizio; Gallo, Giampiero M.; Palandri, … - 2023 - Prima edizione

Persistent link: https://www.econbiz.de/10014321854

Sustainable partner selection and order allocation for strategic items : an integrated multi-stage decision-making model

Wu, Chong; Gao, Jing; Barnes, David - In: International journal of production research 61 (2023) 4, pp. 1076-1100

Persistent link: https://www.econbiz.de/10014226941

A proposal for constructing and evaluating core inflation measures

Carlomagno, Guillermo; Fornero, Jorge; Sansone, Andrés - In: Latin American Journal of Central Banking (LAJCB) 4 (2023) 3, pp. 1-24

uses highly disaggregated data of consumer price indexes, and hinges on a standard quadratic loss function. We show that …

Persistent link: https://www.econbiz.de/10015595349

Formulating MCoVaR to quantify joint transmissions of systemic risk across crypto and non-crypto markets : a multivariate copula approach

Hakim, Arief; Syuhada, Khreshna - In: Risks : open access journal 11 (2023) 2, pp. 1-45

Evidence that cryptocurrencies exhibit speculative bubble behavior is well documented. This evidence could trigger global financial instability leading to systemic risk. It is therefore crucial to quantify systemic risk and investigate its transmission mechanism across crypto markets and other...

Persistent link: https://www.econbiz.de/10014234393

Robust regression under the general framework of bounded loss functions

Fu, Saiji; Tian, Yingjie; Tang, Long - In: European journal of operational research : EJOR 310 (2023) 3, pp. 1325-1339

Persistent link: https://www.econbiz.de/10014471175

Analyzing and forecasting container throughput with a hybrid decomposition-reconstruction-ensemble method : a study of two China ports

Xiao, Yi; Wu, Sheng; He, Chen; Hu, Yi - In: Journal of forecasting 44 (2025) 4, pp. 1424-1440

Persistent link: https://www.econbiz.de/10015464657

The three-way decision model and multi-attribute decision-making : methodological traps and challenges

Liang, Decui; Yang, Chenglong - In: European journal of operational research : EJOR 324 (2025) 1, pp. 351-360

Persistent link: https://www.econbiz.de/10015433043

Forecasting expected shortfall and value-at-risk with cross-sectional aggregation

Wang, Jie; Wang, Yongqiao - In: Journal of forecasting 44 (2025) 2, pp. 391-423

Persistent link: https://www.econbiz.de/10015374044

On the macroprudential policy stance in an emerging economy

Alupoaiei, Alexie; Kubinschi, Matei; Neagu, Florian - In: Eastern European economics : EEE 63 (2025) 4, pp. 591-609

Persistent link: https://www.econbiz.de/10015553211

Catastrophe bond pricing under the renewal process

Safarveisi, Saeid; Domfeh, Dixon; Chatterjee, Arpita - In: Scandinavian actuarial journal 2025 (2025) 10, pp. 1025-1052

Persistent link: https://www.econbiz.de/10015555078