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  • Search: subject:"Loss functions"
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Year of publication
Subject
All
loss functions 33 Loss functions 24 Prognoseverfahren 19 Forecasting model 18 Theorie 18 Theory 17 Estimation theory 9 Schätztheorie 9 Volatility 6 ARCH model 5 ARCH-Modell 5 Bayesian inference 5 forecasting 5 Bayes-Statistik 4 Forecast 4 Forecast combination 4 Portfolio selection 4 Portfolio-Management 4 Prognose 4 Volatilität 4 asymmetry 4 econometric models 4 expert forecasts 4 implied volatility 4 Absatz 3 Central Bank Loss Functions 3 Decision theory 3 GARCH 3 Loss Functions 3 Optimal Policy 3 Policy Rules 3 Quality management 3 Risikomaß 3 Risk measure 3 Statistical distribution 3 Statistische Verteilung 3 Vergleich 3 conditional value-at-risk 3 estimation risk 3 model forecasts 3
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Online availability
All
Free 48 Undetermined 41 CC license 2
Type of publication
All
Article 57 Book / Working Paper 43
Type of publication (narrower categories)
All
Article in journal 24 Aufsatz in Zeitschrift 24 Working Paper 15 Graue Literatur 8 Non-commercial literature 8 Arbeitspapier 6 Article 3 Thesis 1 research-article 1
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Language
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English 53 Undetermined 46 German 2
Author
All
Sarlin, Peter 6 Franses, Philip Hans 5 Mayer, Thomas 5 Paap, Richard 5 Kaynar, B. 4 Legerstee, Rianne 4 Monostoriné Grolmusz, Viola 4 Aslam, Muhammad 3 Bams, Dennis 3 Bhatti, Muhammad Ishaq 3 Fildes, Robert 3 Lehnert, Thorsten 3 Miller, Stephen M. 3 Schweinitz, Gregor von 3 Yuan, Huiping 3 Afzaal, Mehreen 2 Aksezer, Caglar S. 2 Alade, Sarah O. 2 Aretz, Kevin 2 Bartram, Söhnke M. 2 Benneyan, James C. 2 Berndt, Mihály 2 Birbil, Birbil, S.I. 2 Birbil, S.I. 2 Burger, Csaba 2 Carriero, Andrea 2 Doguwa, Sani I. 2 Frenk, Frenk, J.B.G. 2 Frenk, J.B.G. 2 Giacomini, Raffaella 2 Kakollu, Sravya Roy 2 Leeuw, Jan 2 Marcucci, Juri 2 Pope, Peter F. 2 Skitmore, Martin 2 Stracca, Livio 2 Vommi, Vijaya Babu 2 al-Nowaihi, Ali 2 von Schweinitz, Gregor 2 Abd-Ellah, Ahmed H. 1
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Institution
All
Department of Economics, University of Connecticut 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 HAL 2 C.E.P.R. Discussion Papers 1 CESifo 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Department of Economics, University of Nevada-Las Vegas 1 Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) 1 EconWPA 1 Econometric Society 1 Economics Department, University of California-Davis 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Erasmus University Rotterdam, Econometric Institute 1 European Central Bank 1 Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen 1 Faculty of Economics, University of Cambridge 1 Finance Discipline Group, Business School 1 Luxembourg School of Finance, Faculté de droit, d'économie et de finance 1 Tinbergen Instituut 1 ToKnowPress 1 University of Cyprus Department of Economics 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
All
International journal of forecasting 3 Statistical Papers / Springer 3 ECB Working Paper 2 Econometric Institute Research Papers 2 European journal of industrial engineering : EJIE 2 International Journal of Forecasting 2 International journal of quality & reliability management 2 MNB Working Papers 2 MNB working papers 2 Management Science 2 Post-Print / HAL 2 Psychometrika 2 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 2 Studies in Nonlinear Dynamics & Econometrics 2 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 2 Working papers / Department of Economics, University of Connecticut 2 Academic journal of economic studies 1 Annals of financial economics 1 Applied Econometrics 1 Applied economics 1 CBN Journal of Applied Statistics 1 CBN journal of applied statistics 1 CEPR Discussion Papers 1 CESifo Working Paper 1 CESifo Working Paper Series 1 CESifo working papers 1 CIRANO Working Papers 1 Cambridge Working Papers in Economics 1 Computational Statistics & Data Analysis 1 Construction Management and Economics 1 Discussion paper / Tinbergen Institute 1 Diversity, Technology, and Innovation for Operational Competitiveness: Proceedings of the 2013 International Conference on Technology Innovation and Industrial Management 1 ERIM Report Series Research in Management 1 Econometric Institute Report 1 Econometric Society 2004 North American Winter Meetings 1 Economics Letters 1 European Journal of Industrial Engineering 1 European Journal of Operational Research 1 European journal of operational research : EJOR 1 General Economics and Teaching 1
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Source
All
RePEc 52 ECONIS (ZBW) 33 EconStor 12 BASE 2 Other ZBW resources 1
Showing 1 - 10 of 100
Cover Image
Recovering stock analysts' loss functions from buy/sell recommendations
Monostoriné Grolmusz, Viola - 2023
I carry out an empirical analysis to recover stock analysts' loss functions from observations on forecasts, actual …
Persistent link: https://www.econbiz.de/10014563890
Saved in:
Cover Image
Optimal forecast combination under asymmetric loss and regime-switching
Monostoriné Grolmusz, Viola - 2023
combination weights. I use an optimization problem based on asymmetric loss functions in deriving optimal forecast combination …
Persistent link: https://www.econbiz.de/10014564050
Saved in:
Cover Image
Error spotting with gradient boosting: A machine learning-based application for central bank data quality
Burger, Csaba; Berndt, Mihály - 2023
Supervised machine learning methods, in which no error labels are present, are increasingly popular methods for identifying potential data errors. Such algorithms rely on the tenet of a 'ground truth' in the data, which in other words assumes correctness in the majority of the cases. Points...
Persistent link: https://www.econbiz.de/10014564117
Saved in:
Cover Image
Error spotting with gradient boosting : a machine learning-based application for central bank data quality
Burger, Csaba; Berndt, Mihály - 2023
Supervised machine learning methods, in which no error labels are present, are increasingly popular methods for identifying potential data errors. Such algorithms rely on the tenet of a 'ground truth' in the data, which in other words assumes correctness in the majority of the cases. Points...
Persistent link: https://www.econbiz.de/10014283565
Saved in:
Cover Image
Investigation of half-normal model using informative priors under Bayesian structure
Kiani, Sania Khawar; Aslam, Muhammad; Bhatti, Muhammad Ishaq - In: Statistics in transition : an international journal of … 24 (2023) 4, pp. 19-36
comprehensive simulation scheme is conducted using informative priors. Bayes estimates are obtained using the loss functions …
Persistent link: https://www.econbiz.de/10015114961
Saved in:
Cover Image
Optimal forecast combination under asymmetric loss and regime-switching
Monostoriné Grolmusz, Viola - 2023
combination weights. I use an optimization problem based on asymmetric loss functions in deriving optimal forecast combination …
Persistent link: https://www.econbiz.de/10014450596
Saved in:
Cover Image
Recovering stock analysts' loss functions from buy/sell recommendations
Monostoriné Grolmusz, Viola - 2023
I carry out an empirical analysis to recover stock analysts' loss functions from observations on forecasts, actual …
Persistent link: https://www.econbiz.de/10014450597
Saved in:
Cover Image
Forecasting realized volatility : the choice of window size
Feng, Yuqing; Zhang, Yaojie - In: Journal of forecasting 44 (2025) 2, pp. 692-705
Persistent link: https://www.econbiz.de/10015374077
Saved in:
Cover Image
A study on exponentiated Gompertz distribution under Bayesian discipline using informative priors
Aslam, Muhammad; Afzaal, Mehreen; Bhatti, Muhammad Ishaq - In: Statistics in Transition New Series 22 (2021) 4, pp. 101-119
selected loss functions. The findings show that the two best loss functions are the Weighted Balance Loss Function (WBLF) and …
Persistent link: https://www.econbiz.de/10013444109
Saved in:
Cover Image
A study on exponentiated Gompertz distribution under Bayesian discipline using informative priors
Aslam, Muhammad; Afzaal, Mehreen; Bhatti, Muhammad Ishaq - In: Statistics in transition : an international journal of … 22 (2021) 4, pp. 101-119
selected loss functions. The findings show that the two best loss functions are the Weighted Balance Loss Function (WBLF) and …
Persistent link: https://www.econbiz.de/10012818195
Saved in:
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