Search Results - subject:"Model validation"

General bounds on the area under the receiver operating characteristic curve and other performance measures when only a single sensitivity and specificity point is known

Stein, Roger M. - In: The journal of risk model validation 16 (2022) 2, pp. 85-107

Persistent link: https://www.econbiz.de/10014540597

Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio

Jacobs, Michael <Jr.> - In: The journal of risk model validation 16 (2022) 3, pp. 73-111

Persistent link: https://www.econbiz.de/10014540601

Expected economy rate

Dona, Nirodha Epasinghege; Nguyen, Robert; Gill, Paramjit; … - In: Estudios de economía aplicada : revista promovida por … 40 (2022) 1, pp. 71-84

Persistent link: https://www.econbiz.de/10014229773

SECI model questionnaire validation for hospitality establishments

Avdimiotis, Spyros; Kilipiris, Fotis; Tragouda, Andreanna - In: International journal of technology marketing : IJTMkt 16 (2022) 4, pp. 370-385

Persistent link: https://www.econbiz.de/10013486084

Hidden Markov model for stock trading

Nguyen, Nguyet - In: International Journal of Financial Studies : open … 6 (2018) 2, pp. 1-17

Hidden Markov model (HMM) is a statistical signal prediction model, which has been widely used to predict economic regimes and stock prices. In this paper, we introduce the application ofHMMin trading stocks (with S&P 500 index being an example) based on the stock price predictions. The...

Persistent link: https://www.econbiz.de/10011883487

Hidden Markov model for stock trading

Nguyen, Nguyet - In: International Journal of Financial Studies 6 (2018) 2, pp. 1-17

Persistent link: https://www.econbiz.de/10011996122

A proposed best practice model validation framework for banks

Jongh, Pieter Juriaan de; Larney, Janette; Maré, Eben; … - In: South African journal of economic and management sciences 20 (2017) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10011778222

System integration of wind and solar power in integrated assessment models : a cross-model evaluation of new approaches

Pietzcker, Robert C.; Ueckerdt, Falko; Carrara, Samuel; … - 2017

Mitigation-Process Integrated Assessment Models (MP-IAMs) are used to analyze long-term transformation pathways of the energy system required to achieve stringent climate change mitigation targets. Due to their substantial temporal and spatial aggregation, IAMs cannot explicitly represent all...

Persistent link: https://www.econbiz.de/10011599310

On comparison of stochastic reserving methods with bootstrapping

Tee, Liivika; Käärik, Meelis; Viin, Rauno - In: Risks : open access journal 5 (2017) 1, pp. 1-21

estimate reserves and their prediction errors. We propose to consider proper scoring rules for model validation, and the …

Persistent link: https://www.econbiz.de/10011636388

System Integration of Wind and Solar Power in Integrated Assessment Models: a Cross-model Evaluation of New Approaches

Pietzcker, Robert C.; Ueckerdt, Falko; Carrara, Samuel; … - 2017

Persistent link: https://www.econbiz.de/10011662417