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Search: subject:"Scoring functions"
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Forecasting model
4
Prognoseverfahren
4
Estimation theory
3
Schätztheorie
3
Scoring functions
3
scoring functions
3
Risikomaß
2
Risk measure
2
Statistical distribution
2
Statistische Verteilung
2
ARCH model
1
ARCH-Modell
1
Calibration tests
1
Combining
1
Consistent scoring functions
1
Diebold-Mariano tests
1
Electricity price
1
Electricity prices
1
Elicitability
1
Estimation
1
Expected Shortfall
1
Expected shortfall
1
Expectiles
1
Finance
1
Financial market
1
Finanzmarkt
1
Forecast evaluation
1
Intervals
1
Intraday low
1
Joint scoring functions
1
M-estimation
1
M-model
1
Measurement
1
Messung
1
Murphy diagrams
1
Quantiles
1
Risikomanagement
1
Risk management
1
Schätzung
1
Statistical test
1
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Undetermined
7
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Article
8
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Article in journal
6
Aufsatz in Zeitschrift
6
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English
5
Undetermined
2
Slovak
1
Author
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Taylor, James W.
3
Fielding, A.
1
Fissler, Tobias
1
Harumová, Anna
1
Hlavinová, Jana
1
Janisová, Marianna
1
Meng, Xiaochun
1
Rudloff, Birgit
1
Scheiblechner, Hartmann
1
Werner, Tino
1
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International journal of forecasting
2
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
1
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Psychometrika
1
Quality & Quantity: International Journal of Methodology
1
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ECONIS (ZBW)
6
RePEc
2
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1
Elicitability of instance and object ranking
Werner, Tino
- In:
Decision analysis : a journal of the Institute for …
19
(
2022
)
2
,
pp. 123-140
Persistent link: https://www.econbiz.de/10013352919
Saved in:
2
Evaluating quantile-bounded and expectile-bounded interval forecasts
Taylor, James W.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 800-811
Persistent link: https://www.econbiz.de/10012792870
Saved in:
3
Elicitability and identifiability of set-valued measures of systemic risk
Fissler, Tobias
;
Hlavinová, Jana
;
Rudloff, Birgit
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10012433518
Saved in:
4
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
Saved in:
5
Forecast combinations for value at risk and expected shortfall
Taylor, James W.
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 428-441
Persistent link: https://www.econbiz.de/10012415069
Saved in:
6
Rating Slovak enterprises by
scoring
functions
Harumová, Anna
;
Janisová, Marianna
- In:
Ekonomický časopis : časopis pre ekonomickú …
62
(
2014
)
5
,
pp. 522-539
Persistent link: https://www.econbiz.de/10010400286
Saved in:
7
Isotonic ordinal probabilistic models (ISOP)
Scheiblechner, Hartmann
- In:
Psychometrika
60
(
1995
)
2
,
pp. 281-304
Persistent link: https://www.econbiz.de/10005603778
Saved in:
8
Scoring
functions
for ordered classifications in statistical analysis
Fielding, A.
- In:
Quality & Quantity: International Journal of Methodology
27
(
1993
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10009390904
Saved in:
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