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  • Search: subject:"Sharpness principle"
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Subject
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Theorie 2 Theory 2 Anleihe 1 Arbitrage 1 Bond 1 Bond market 1 Calibration error 1 Economic utility 1 Interest rate 1 Logarithmic score 1 MCB-DSC plot 1 Misclassification loss 1 No arbitrage principle 1 Probability theory 1 Proper scoring rule 1 Public bond 1 Rentenmarkt 1 Score decomposition 1 Sharpness principle 1 Wahrscheinlichkeitsrechnung 1 Yield curve 1 Zins 1 Zinsstruktur 1 bond pricing 1 interest rates term structure 1 sharp quotes 1 sharpness principle 1 Öffentliche Anleihe 1
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Free 1 Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
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Dimitriadis, Timo 1 Gneiting, Tilmann 1 Jordan, Alexander I. 1 Lapshin, Victor 1 Vogel, Peter 1
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Applied economics 1 International journal of forecasting 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Evaluating probabilistic classifiers : the triptych
Dimitriadis, Timo; Gneiting, Tilmann; Jordan, Alexander I. - In: International journal of forecasting 40 (2024) 3, pp. 1101-1122
Probability forecasts for binary outcomes, often referred to as probabilistic classifiers or confidence scores, are ubiquitous in science and society, and methods for evaluating and comparing them are in great demand. We propose and study a triptych of diagnostic graphics focusing on distinct...
Persistent link: https://www.econbiz.de/10014547260
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Model-free nonparametric bounds for zero-coupon interest rates in bond markets without the no arbitrage principle
Lapshin, Victor - In: Applied economics 54 (2022) 2, pp. 135-144
Persistent link: https://www.econbiz.de/10012873873
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