Standard statistical loss functions, such as mean-squared error, are commonly used for evaluating ยฎnancial volatility forecasts. In this paper, an alternative evaluation framework, based on probability scoring rules that can be more closely tailored to a forecast user's decision problem, is proposed
Measuring the predictive accuracy of various models of formability of Corus Tubular Blanks
โ Scribed by M. Evans
- Publisher
- Springer
- Year
- 2008
- Tongue
- English
- Weight
- 448 KB
- Volume
- 43
- Category
- Article
- ISSN
- 0022-2461
No coin nor oath required. For personal study only.
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