Focusing on regions of interest in forecast evaluation (Q1697404)
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scientific article; zbMATH DE number 6840769
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| default for all languages | No label defined |
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| English | Focusing on regions of interest in forecast evaluation |
scientific article; zbMATH DE number 6840769 |
Statements
Focusing on regions of interest in forecast evaluation (English)
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19 February 2018
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financial time series
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predictive performance
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probabilistic forecast
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locally proper weighted scoring rule
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misspecified forecast
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rare and extreme events
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risk management
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0.7531611
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0.7512962
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0.7499788
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