Deep quantile and deep composite triplet regression (Q2685516)
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English | 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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