Search Results - subject:"loss functions"

Spiral welded pipe improvement by implementation of Six Sigma

Kakaei-Lafdani, M. H.; Karevan, Ali; Tee, Kong Fah; … - In: International journal of quality & reliability management 39 (2022) 4, pp. 881-901

Persistent link: https://www.econbiz.de/10013169479

A new right-skewed loss function in process risk assessment

Köksoy, Onur; Ergen, Pelin; Zeybek, Melis - In: European journal of industrial engineering : EJIE 13 (2019) 4, pp. 536-551

Persistent link: https://www.econbiz.de/10012108929

Economic growth and public debt threshold : new evidence from an emerging economy

Sagire, Lucas; Muriu, Peter W. - In: Journal of economic development 46 (2021) 4, pp. 105-120

Persistent link: https://www.econbiz.de/10013175778

Optimizing policymakers' loss functions in crisis prediction : before, within or after?

Sarlin, Peter; Schweinitz, Gregor von - In: Macroeconomic dynamics 25 (2021) 1, pp. 100-123

Persistent link: https://www.econbiz.de/10012437228

Optimizing policymakers' loss functions in crisis prediction: Before, within or after?

Sarlin, Peter; von Schweinitz, Gregor - 2017

Early-warning models most commonly optimize signaling thresholds on crisis probabilities. The expost threshold optimization is based upon a loss function accounting for preferences between forecast errors, but comes with two crucial drawbacks: unstable thresholds in recursive estimations and an...

Persistent link: https://www.econbiz.de/10011667206

A simple approach to multiple attribute decision making using loss functions

Vommi, Vijaya Babu; Kakollu, Sravya Roy - In: Journal of Industrial Engineering International 13 (2017) 1, pp. 107-116

choosing the ideal best alternative. Different loss functions such as linear, quadratic and cubic functions have been proposed …

Persistent link: https://www.econbiz.de/10011773039

A simple approach to multiple attribute decision making using loss functions

Vommi, Vijaya Babu; Kakollu, Sravya Roy - In: Journal of industrial engineering international 13 (2017) 1, pp. 107-116

choosing the ideal best alternative. Different loss functions such as linear, quadratic and cubic functions have been proposed …

Persistent link: https://www.econbiz.de/10011565243

Where did the GARCH models perform best in terms of volatility forecasting? : equity vs. commodities markets

Lolea, Iulian - In: Academic journal of economic studies 3 (2017) 3, pp. 79-86

Persistent link: https://www.econbiz.de/10011737933

Optimizing policymakers' loss functions in crisis prediction : before, within or after?

Sarlin, Peter; Schweinitz, Gregor von - 2017

Persistent link: https://www.econbiz.de/10011637059

Evaluating multivariate volatility forecasts : how effective are statistical and economic loss functions?

Doolan, Mark Bernard - 2011

optimisation problems. Given the number of models available and the range of loss functions to discriminate between them, it is … effective many commonly used statistical (MSE and QLIKE) and economic (portfolio variance and portfolio utility) loss functions … extensive simulation study examines the ability of the loss functions to consistently rank forecasts, and their statistical …

Persistent link: https://www.econbiz.de/10009438015