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  • Search: subject:"Score Functions"
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Year of publication
Subject
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ARCH model 2 ARCH-Modell 2 Estimation theory 2 Multi-dimensional auctions 2 Risikomaß 2 Risk measure 2 Schätztheorie 2 Score functions 2 Strictly proper scoring rules 2 Yardstick competition 2 crowd-sourcing 2 score functions 2 AGARCH models 1 Accuracy Functions 1 Basel Accord 1 Basel settlements 1 Basler Akkord 1 CUSUM method based on score functions 1 Confidence interval 1 Corrected score functions 1 Decision Intuitionistic Preference Relation 1 Error Analysis 1 Estimation 1 Forecasting model 1 GARCH-type models 1 Heteroscedasticity 1 Heteroskedastizität 1 Intuitionistic Fuzzy Sets 1 Making (MCDM) 1 Mathematics 1 Misclassification 1 Mixture model 1 Monitoring a parameter change 1 Multi–Criteria 1 Prognoseverfahren 1 Proportion 1 Regression calibration 1 Risikomanagement 1 Risk management 1 Schätzung 1
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Online availability
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Free 5 Undetermined 3
Type of publication
All
Article 4 Book / Working Paper 3 Other 1
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
All
English 4 Undetermined 3 French 1
Author
All
Bogetoft, P. 2 Papakonstantinou, A. 2 Gurrola-Perez, Pedro 1 Hassani, Samir Saissi 1 Huh, Jaewon 1 Joshi, Bhagawati Prasad 1 Lee, Sangyeol 1 MIHALCIUC, Camelia Catalina 1 Oh, Haejune 1 PETRESCU, Silvia Melania 1 Shieh, Meng-Shiou 1
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2
Published in...
All
MPRA Paper 2 Economics letters 1 International Journal of Applied Evolutionary Computation (IJAEC) 1 The Annals of the "Stefan cel Mare" University of Suceava. Fascicle of The Faculty of Economics and Public Administration 1 The journal of risk model validation 1 Working papers 1
Source
All
ECONIS (ZBW) 3 RePEc 3 BASE 1 Other ZBW resources 1
Showing 1 - 8 of 8
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Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi - 2022
Persistent link: https://www.econbiz.de/10012886096
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Crowd-sourcing with uncertain quality - an auction approach
Papakonstantinou, A.; Bogetoft, P. - Volkswirtschaftliche Fakultät, … - 2013
This article addresses two important issues in crowd-sourcing: ex ante uncertainty about the quality and cost of different workers and strategic behaviour. We present a novel multi-dimensional auction that incentivises the workers to make partial enquiry into the task and to honestly report...
Persistent link: https://www.econbiz.de/10011110295
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Crowd-sourcing with uncertain quality - an auction approach
Papakonstantinou, A.; Bogetoft, P. - Volkswirtschaftliche Fakultät, … - 2013
This article addresses two important issues in crowd-sourcing: ex ante uncertainty about the quality and cost of different workers and strategic behaviour. We present a novel multi-dimensional auction that incentivises the workers to make partial enquiry into the task and to honestly report...
Persistent link: https://www.econbiz.de/10011113644
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The validation of filtered historical value-at-risk models
Gurrola-Perez, Pedro - In: The journal of risk model validation 12 (2018) 1, pp. 85-112
Persistent link: https://www.econbiz.de/10011869735
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An Error Analysis Decision Making Method for Priority in Intuitionistic Preference Relation
Joshi, Bhagawati Prasad - In: International Journal of Applied Evolutionary … 8 (2017) 4, pp. 1-13
This article describes how intuitionistic fuzzy sets theory, which is the generalisation of fuzzy sets theory, is a more suitable tool for dealing with imprecise information. The information provided by the decision maker is often imprecise in many situations. So, intuitionistic preference...
Persistent link: https://www.econbiz.de/10012042721
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Monitoring parameter change for time series models with conditional heteroscedasticity
Huh, Jaewon; Oh, Haejune; Lee, Sangyeol - In: Economics letters 152 (2017), pp. 66-70
Persistent link: https://www.econbiz.de/10011801150
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Correction methods, approximate biases, and inference for misclassified data
Shieh, Meng-Shiou - 2009
When categorical data are misplaced into the wrong category, we say the data is affected by misclassification. This is common for data collection. It is well-known that naive estimators of category probabilities and coefficients for regression that ignore misclassification can be biased. In this...
Persistent link: https://www.econbiz.de/10009467829
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MODELS FOR THE ASSESSMENT OF THE ENTREPRISE BANKRUPTY RISK IN CRISIS SITUATIONS
PETRESCU, Silvia Melania; MIHALCIUC, Camelia Catalina - In: The Annals of the "Stefan cel Mare" University of … 9 (2009) 2(10), pp. 163-172
discriminatory analysis and bankruptcy prediction, also known as the so-called score functions. Several researchers and financial …
Persistent link: https://www.econbiz.de/10008677459
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