In order to identify expertise, forecasters should not be tested by their calibration score, which can always be made … arbitrarily small, but rather by their Brier score. The Brier score is the sum of the calibration score and the refinement score …

To identify expertise, forecasters should not be tested by their calibration score, which can always be made … arbitrarily small, but rather by their Brier score. The Brier score is the sum of the calibration score and the refinement score …

' overdue debt migration (B Score), the RF model achieves the highest accuracy of 81.84%. However, if the priority is to reduce … customers' debt group improvement (C Score), SVM proves to be the optimal model in terms of both accuracy and criteria based on … decrease, but SVM remains the most optimal model for both B Score and C Score. Additionally, the research results demonstrate …

Score-driven models have been applied in some 400 published articles over the last decade. Much of this literature … cites the optimality result in Blasques et al. (2015), which, roughly, states that sufficiently small score-driven updates … error sense, but may move in the wrong direction for atypical observations. We show that score-driven filters are, similarly …

Score-driven models have been applied in some 400 published articles over the last decade. Much of this literature … cites the optimality result in Blasques et al. (2015), which, roughly, states that sufficiently small score-driven updates … error sense, but may move in the wrong direction for atypical observations. We show that score-driven filters are, similarly …