The following pages link to Making and Evaluating Point Forecasts (Q91134):
Displaying 50 items.
- General truthfulness characterizations via convex analysis (Q2667284) (← links)
- Deep quantile and deep composite triplet regression (Q2685516) (← links)
- Oil-price density forecasts of US GDP (Q2691675) (← links)
- Density forecast of financial returns using decomposition and maximum entropy (Q2694014) (← links)
- Efficient estimation of financial risk by regressing the quantiles of parametric distributions: an application to CARR models (Q2697030) (← links)
- Coherence and elicitability (Q2831006) (← links)
- A Beaufort Scale of Predictability (Q2956063) (← links)
- On the Measurement of Economic Tail Risk (Q3178757) (← links)
- How Superadditive Can a Risk Measure Be? (Q3195106) (← links)
- Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility (Q4555071) (← links)
- On the properties of the Lambda value at risk: robustness, elicitability and consistency (Q4555176) (← links)
- Optimal reinsurance with expectile (Q4575369) (← links)
- Multivariate geometric expectiles (Q4583625) (← links)
- Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs (Q4604905) (← links)
- Optimal Trading Policies for Wind Energy Producer (Q4635251) (← links)
- On elicitable risk measures (Q4683090) (← links)
- Using Conditional Kernel Density Estimation for Wind Power Density Forecasting (Q4916439) (← links)
- A Theory for Measures of Tail Risk (Q4958558) (← links)
- (Q4969141) (← links)
- Functional prediction of intraday cumulative returns (Q4970962) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- Scenario analysis for derivative portfolios via dynamic factor models (Q4991043) (← links)
- An Axiomatic Study of Scoring Rule Markets (Q4993278) (← links)
- Regulatory arbitrage of risk measures (Q5001133) (← links)
- Combining Interval Time Series Forecasts. A First Step in a Long Way (Research Agenda) (Q5009664) (← links)
- The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments (Q5014216) (← links)
- Backtesting expected shortfall and beyond (Q5014244) (← links)
- Distributional Transforms, Probability Distortions, and Their Applications (Q5026448) (← links)
- Dynamic quantile function models (Q5039628) (← links)
- Testing the reliability of forecasting systems (Q5058228) (← links)
- INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH (Q5067889) (← links)
- GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series (Q5092644) (← links)
- Dynamic principal component regression for forecasting functional time series in a group structure (Q5117675) (← links)
- DISTORTION RISKMETRICS ON GENERAL SPACES (Q5140082) (← links)
- Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution (Q5234329) (← links)
- Backtesting extreme value theory models of expected shortfall (Q5234339) (← links)
- Projecting the future burden of cancer: Bayesian age–period–cohort analysis with integrated nested Laplace approximations (Q5348692) (← links)
- ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS (Q5358042) (← links)
- Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations and Forecast Rankings (Q5378146) (← links)
- Bias-corrected score decomposition for generalized quantiles (Q5384484) (← links)
- Evaluating space‐time models for short‐term cancer mortality risk predictions in small areas (Q5420223) (← links)
- Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data (Q5857119) (← links)
- Where does the tail begin? An approach based on scoring rules (Q5860997) (← links)
- The MLE of Aigner, Amemiya, and Poirier is <i>not</i> the expectile MLE (Q5862513) (← links)
- Elicitability of Instance and Object Ranking (Q5868898) (← links)
- Uncertainty quantification in complex simulation models using ensemble copula coupling (Q5965044) (← links)
- A note on the use of empirical AUC for evaluating probabilistic forecasts (Q5965328) (← links)
- Comments on: Space-time wind speed forecasting for improved power system dispatch (Q5965682) (← links)
- Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405) (← links)
- Bayes risk, elicitability, and the Expected Shortfall (Q6054377) (← links)
