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Is it better to average probabilities or quantiles?
Lichtendahl, Kenneth C.; Grushka-Cockayne, Yael; … - In: Management science : journal of the Institute for … 59 (2013) 7, pp. 1594-1611
Persistent link: https://www.econbiz.de/10009784145
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Support vector regression for loss given default modelling
Yao, Xiao; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 240 (2015) 2, pp. 528-538
Persistent link: https://www.econbiz.de/10010487012
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Evaluating probabilities: asymmetric scoring rules
Winkler, Robert L. - In: Management science : journal of the Institute for … 40 (1994) 11, pp. 1395-1405
Persistent link: https://www.econbiz.de/10001176015
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Unanimity and compromise among probability forecasters
Clemen, Robert Taylor - In: Management science : journal of the Institute for … 36 (1990) 7, pp. 767-779
Persistent link: https://www.econbiz.de/10001093357
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Enhancing two-stage modelling methodology for loss given default with support vector machines
Yao, Xiao; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 263 (2017) 2, pp. 679-689
Persistent link: https://www.econbiz.de/10011794025