Deep quantile and deep composite triplet regression (Q2685516)

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Deep quantile and deep composite triplet regression
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    Deep quantile and deep composite triplet regression (English)
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    22 February 2023
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    elicitability
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    consistent loss function
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    proper scoring rule
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    Bregman divergence
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    quantile and expected shortfall regression
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    conditional tail expectation
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    neural network regression
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    splicing model
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