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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:
2
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:
3
A new right-skewed loss function in process risk assessment
Köksoy, Onur
;
Ergen, Pelin
;
Zeybek, Melis
- In:
European journal of industrial engineering : EJIE
13
(
2019
)
4
,
pp. 536-551
Persistent link: https://www.econbiz.de/10012108929
Saved in:
4
Multiresponse optimisation of powder metals via probabilistic
loss
functions
Aksezer, Caglar S.
;
Benneyan, James C.
- In:
European journal of industrial engineering : EJIE
7
(
2013
)
3
,
pp. 295-311
Persistent link: https://www.econbiz.de/10010200311
Saved in:
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