Optimal probabilistic forecast: when do they work?

They use simulation exercises to check the predictive performance of single parametric models, and forecasts produced by linear combinations of predictive distributions to document several novel findings within this paradigm that highlight the important interplay between the true data generating pro...

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Autores:
Martin, Gael M.
Loaiza Maya, Rubén
Maneesoonthorn, Worapree
T.Frazier, David
Ramírez Hassan, Andrés
Tipo de recurso:
http://purl.org/coar/resource_type/c_1863
Fecha de publicación:
2021
Institución:
Universidad EAFIT
Repositorio:
Repositorio EAFIT
Idioma:
eng
OAI Identifier:
oai:repository.eafit.edu.co:10784/31969
Acceso en línea:
https://hdl.handle.net/10784/31969
Palabra clave:
Rights
License
openAccess
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spelling 2022-11-29T17:00:24Z2021-08-122022-11-29T17:00:24Zhttps://hdl.handle.net/10784/31969reponame: Repositorio Institucional Universidad EAFITinstname: Universidad EAFITThey use simulation exercises to check the predictive performance of single parametric models, and forecasts produced by linear combinations of predictive distributions to document several novel findings within this paradigm that highlight the important interplay between the true data generating process, the assumed predictive model and the scoring rule''.engUniversidad EAFITNota de Política;5openAccessAcceso abiertohttp://purl.org/coar/access_right/c_abf2Optimal probabilistic forecast: when do they work?info:eu-repo/semantics/otherotherNoticiaacceptedVersionhttp://purl.org/redcol/resource_type/ARTOTRhttp://purl.org/coar/resource_type/c_1863Escuela de Finanzas, Economía y GobiernoMartin, Gael M.4de969a4-e0de-4d55-ad15-3534e1032f5d-1Loaiza Maya, Rubén5c2b053e-fcc0-4b0b-b1d9-e2c0e86383d1-1Maneesoonthorn, Worapree4755a1ec-4ab6-4f4c-91ad-7f2f1de7e90c-1T.Frazier, David10b41ec8-f2c5-49db-b870-deefd40e3ae7-1Ramírez Hassan, Andrés7bfd1382-4c1d-457e-899f-18301512e0c5-1Universidad EAFITValor Público EAFITLICENSElicense.txtlicense.txttext/plain; charset=utf-82556https://repository.eafit.edu.co/bitstreams/98863efb-68dc-4d1c-b42b-c07fdcf6b4f8/download76025f86b095439b7ac65b367055d40cMD51ORIGINALNota politica Andres Ramirez 5.pdfNota politica Andres Ramirez 5.pdfNota de política 5application/pdf344081https://repository.eafit.edu.co/bitstreams/b4f0f736-5b1a-45a3-8cfb-41b7836a2c3d/download7869f649fac12dabf5ee1249f4b4472dMD5210784/31969oai:repository.eafit.edu.co:10784/319692024-12-04 11:50:09.088open.accesshttps://repository.eafit.edu.coRepositorio Institucional Universidad EAFITrepositorio@eafit.edu.co
dc.title.eng.fl_str_mv Optimal probabilistic forecast: when do they work?
title Optimal probabilistic forecast: when do they work?
spellingShingle Optimal probabilistic forecast: when do they work?
title_short Optimal probabilistic forecast: when do they work?
title_full Optimal probabilistic forecast: when do they work?
title_fullStr Optimal probabilistic forecast: when do they work?
title_full_unstemmed Optimal probabilistic forecast: when do they work?
title_sort Optimal probabilistic forecast: when do they work?
dc.creator.fl_str_mv Martin, Gael M.
Loaiza Maya, Rubén
Maneesoonthorn, Worapree
T.Frazier, David
Ramírez Hassan, Andrés
dc.contributor.department.none.fl_str_mv Escuela de Finanzas, Economía y Gobierno
dc.contributor.author.none.fl_str_mv Martin, Gael M.
Loaiza Maya, Rubén
Maneesoonthorn, Worapree
T.Frazier, David
Ramírez Hassan, Andrés
dc.contributor.affiliation.spa.fl_str_mv Universidad EAFIT
dc.contributor.researchgroup.none.fl_str_mv Valor Público EAFIT
description They use simulation exercises to check the predictive performance of single parametric models, and forecasts produced by linear combinations of predictive distributions to document several novel findings within this paradigm that highlight the important interplay between the true data generating process, the assumed predictive model and the scoring rule''.
publishDate 2021
dc.date.issued.none.fl_str_mv 2021-08-12
dc.date.available.none.fl_str_mv 2022-11-29T17:00:24Z
dc.date.accessioned.none.fl_str_mv 2022-11-29T17:00:24Z
dc.type.eng.fl_str_mv info:eu-repo/semantics/other
other
dc.type.local.spa.fl_str_mv Noticia
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dc.identifier.instname.none.fl_str_mv instname: Universidad EAFIT
url https://hdl.handle.net/10784/31969
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dc.language.iso.spa.fl_str_mv eng
language eng
dc.relation.ispartofseries.none.fl_str_mv Nota de Política;5
dc.rights.eng.fl_str_mv openAccess
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Acceso abierto
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dc.publisher.spa.fl_str_mv Universidad EAFIT
institution Universidad EAFIT
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