Search Results - subject:"probabilistic forecasting"

Interpretable multi-model framework for early warning of SME loan delinquency

Akhmetova, Ardak; Shayakhmetova, Assem; Abdurakhmanov, … - In: Risks : open access journal 14 (2026) 2, pp. 1-15

The rapid expansion of small and medium enterprise (SME) lending has intensified the need for accurate and interpretable credit risk forecasting. Financial institutions must anticipate potential business loan delinquency to maintain portfolio stability and meet regulatory standards. This study...

Persistent link: https://www.econbiz.de/10015614113

A novel framework for probabilistic forecasting of electricity forward curves

Dietze, Marina; Valladão, Davi; Street, Alexandre; … - In: Energy economics 157 (2026), pp. 1-11

Persistent link: https://www.econbiz.de/10015644731

Scalable probabilistic forecasting in retail with gradient boosted trees : a practitioner's approach

Long, Xueying; Bui, Quang; Oktavian, Grady; Schmidt, … - In: International journal of production economics 279 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015371355

Smoothing quantile regression averaging : a new approach to probabilistic forecasting of electricity prices

Uniejewski, Bartosz - In: Journal of commodity markets : JCM 39 (2025), pp. 1-14

Persistent link: https://www.econbiz.de/10015484731

Decision-focused linear pooling for probabilistic forecast combination

Stratigakos, Akylas; Pineda, Salvador; Morales, Juan M. - In: International journal of forecasting 41 (2025) 3, pp. 1112-1125

Persistent link: https://www.econbiz.de/10015441530

Local and global trend Bayesian exponential smoothing models

Smyl, Slawek; Bergmeir, Christoph; Dokumentov, Alexander; … - In: International journal of forecasting 41 (2025) 1, pp. 111-127

Persistent link: https://www.econbiz.de/10015440243

Multivariate probabilistic forecasting of electricity prices with trading applications

Agakishiev, Ilyas; Härdle, Wolfgang; Kopa, Milos; … - In: Energy economics 141 (2025), pp. 1-24

Persistent link: https://www.econbiz.de/10015546805

Cross-temporal probabilistic forecast reconciliation : Methodological and practical issues

Girolimetto, Daniele; Athanasopoulos, George; Di Fonzo, … - In: International journal of forecasting 40 (2024) 3, pp. 1134-1151

Persistent link: https://www.econbiz.de/10014547263

How uncertain are oil prices? : bayesian regularized distribution neural network for forecasting oil prices

Jiang, He; Dong, Yawei; Sun, Shaolong; Wang, Shouyang - In: Applied economics 58 (2026) 9, pp. 1639-1655

Persistent link: https://www.econbiz.de/10015635424

Joint bottom-up method for probabilistic forecasting of hierarchical time series

Bertani, Nicolò; Jensen, Shane T.; Satopää, Ville A. - In: Operations research 73 (2025) 6, pp. 3260-3277

Persistent link: https://www.econbiz.de/10015551617