Zobrazeno 1 - 10
of 246 513
pro vyhledávání: '"predictive ability."'
Autor:
Chang, Hsihui1 (AUTHOR), Ishida, Souhei2 (AUTHOR), Kochiyama, Takuma3 (AUTHOR) t.kochiyama@r.hit-u.ac.jp
Publikováno v:
Journal of Accounting, Auditing & Finance. Jan2024, Vol. 39 Issue 1, p304-331. 28p.
Autor:
Ciconte, William A.1 (AUTHOR), Donohoe, Michael P.1 (AUTHOR) mdonohoe@illinois.edu, Lisowsky, Petro2,3 (AUTHOR), Mayberry, Michael A.4 (AUTHOR)
Publikováno v:
Contemporary Accounting Research. Mar2024, Vol. 41 Issue 1, p355-390. 36p.
Publikováno v:
Journal of Research in Specific Education Fields - J.R.S.E.F. Jul2024, Vol. 35 Issue 2, p191-222. 32p.
Autor:
Pivina, Lyudmila1 (AUTHOR) gulnara_batenova@mail.ru, Batenova, Gulnara1 (AUTHOR) diana-dikosha@list.ru, Ygiyeva, Diana1 (AUTHOR) pivin97@mail.ru, Orekhov, Andrey2 (AUTHOR) orekhov-andrei@list.ru, Pivin, Maksim1 (AUTHOR), Dyussupov, Altay3 (AUTHOR) altaidusupov@gmail.com
Publikováno v:
Diagnostics (2075-4418). Oct2024, Vol. 14 Issue 20, p2262. 12p.
Autor:
Alesmaiel, Abdullah1 (AUTHOR), Fifield, Suzanne G. M.2 (AUTHOR) s.g.m.fifield@dundee.ac.uk, Hof, Justin2 (AUTHOR)
Publikováno v:
Review of Middle East Economics & Finance. Aug2024, Vol. 20 Issue 2, p203-238. 36p.
We consider forecast comparison in the presence of instability when this affects only a short period of time. We demonstrate that global tests do not perform well in this case, as they were not designed to capture very short-lived instabilities, and
Externí odkaz:
http://arxiv.org/abs/2405.11954
Autor:
Malik, Yasir1 yasirs.abdali@uokufa.edu.iq, Ojah, Hassanain1, al-Shiblawi, Ghazwan1, Hameedi, Karar1
Publikováno v:
Financial & Credit Activity: Problems of Theory & Practice. 2024, Vol. 5 Issue 58, p136-149. 14p.
Though out-of-sample forecast evaluation is systematically employed with modern machine learning methods and there exists a well-established classic inference theory for predictive ability, see, e.g., West (1996, Asymptotic Inference About Predictive
Externí odkaz:
http://arxiv.org/abs/2402.12838
Autor:
Oelrich, Oscar, Villani, Mattias
A multi-output Gaussian process (GP) is introduced as a model for the joint posterior distribution of the local predictive ability of set of models and/or experts, conditional on a vector of covariates, from historical predictions in the form of log
Externí odkaz:
http://arxiv.org/abs/2402.07439
Autor:
Oelrich, Oscar, Villani, Mattias
A Gaussian process is proposed as a model for the posterior distribution of the local predictive ability of a model or expert, conditional on a vector of covariates, from historical predictions in the form of log predictive scores. Assuming Gaussian
Externí odkaz:
http://arxiv.org/abs/2402.02068