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Large-change forecast accuracy: Reanalysis of M3-Competition data using receiver operating characteristic analysis
Gorr, Wilpen L.; Schneider, Matthew J. - In: International Journal of Forecasting 29 (2013) 2, pp. 274-281
This paper applies receiver operating characteristic (ROC) analysis to micro-level, monthly time series from the M3 … demand. Using the partial area under the ROC curve (PAUC) criterion as a forecast accuracy measure and paired …
Persistent link: https://www.econbiz.de/10010636403
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Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen
Lang, Michael; Cremers, Heinz; Hentze, Rainald - 2010
Credit risk measurement and management become more important in all financial institutions in the light of the current financial crisis and the global recession. This particularly applies to most of the complex structured financing forms whose risk cannot be quantified with com-mon rating...
Persistent link: https://www.econbiz.de/10010299985
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Investigation on Electrochemical Discharge Micro-Machining of Silicon Carbide
Bhattacharyya, B.; Sarkar, B.R.; Doloi, B. - In: International Journal of Materials Forming and … 4 (2017) 2, pp. 29-44
concentration and inter-electrode gap on material removal rate (MRR) and radial overcut (ROC) of micro-drilled hole. Experiments … minimum ROC. The single-objective parametric combinations were selected as 45V/20wt%/20mm and 25V/20wt%/40mm for maximum MRR … and minimum ROC respectively whereas multi-objective optimal parametric combinations was found as 25V/20wt%/40mm. Further …
Persistent link: https://www.econbiz.de/10012046558
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What predicts U.S. recessions?
Liu, Weiling; Moench, Emanuel - 2014
and assess relative model performance based on the receiver operating characteristic (ROC) curve. While the Treasury term …
Persistent link: https://www.econbiz.de/10011340988
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Measuring Vulnerability to Poverty Using Long-Term Panel Data
Landau, Katja; Klasen, Stephan; Zucchini, Walter - 2012
using the Receiver Operating Characteristics (ROC), which takes account of false positive as well as true positive rates …
Persistent link: https://www.econbiz.de/10010329942
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Bridging the banking sector with the real economy: a financial stability perspective
Costeiu, Adrian; Neagu, Florian - 2013
This paper builds a macro-prudential tool designed to assess whether the banking sector is adequately prepared to orderly withstand losses resulting from normal or stressed macroeconomic and microeconomic scenarios. The link between the banking sector and the real sector is established via the...
Persistent link: https://www.econbiz.de/10011605637
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Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan
Proaño, Christian R.; Tarassow, Artur - 2017
-Operating-Characteristic (ROC) Kurve sowie zwei dazugehörige statistische Maße berechnet. …
Persistent link: https://www.econbiz.de/10011984256
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Bootstrap and Empirical Likelihood-based Semi-parametric Inference for the Difference between Two Partial AUCs
Huang, Xin - 2008
With new tests being developed and marketed, the comparison of the diagnostic accuracy of two continuous-scale diagnostic tests are of great importance. Comparing the partial areas under the receiver operating characteristic curves (pAUC) is an effective method to evaluate the accuracy of two...
Persistent link: https://www.econbiz.de/10009463363
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Statistical Inferences for the Youden Index
Zhou, Haochuan - 2011
In diagnostic test studies, one crucial task is to evaluate the diagnostic accuracy of a test. Currently, most studies focus on the Receiver Operating Characteristics Curve and the Area Under the Curve. On the other hand, the Youden index, widely applied in practice, is another comprehensive...
Persistent link: https://www.econbiz.de/10009480799
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Empirical Likelihood-Based Inference for Multiple Regression and Treatment Comparison
Su, Haiyan; Liang, Hua
can be used to test hypothesis of the ROC curve with censored data. A version of the log-rank test for this hybrid setup …
Persistent link: https://www.econbiz.de/10009482968