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Regularized aggregation of one-off probability predictions
Satopää, Ville A. - In: Operations research 70 (2022) 6, pp. 3558-3580
Persistent link: https://www.econbiz.de/10014307937
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Forecast encompassing tests and probability forecasts
Clements, Michael P.; Harvey, David I. - In: Journal of applied econometrics 25 (2010) 6, pp. 1028-1062
Persistent link: https://www.econbiz.de/10008667429
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Forecast encompassing tests and probability forecasts
Clements, Michael P. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003386962
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Optimal probabilistic forecasts : when do they work?
Martin, Gael M.; Loiza-Maya, Ruben; Frazier, David T.; … - 2020
Persistent link: https://www.econbiz.de/10012610795
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Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.> - In: The journal of risk model validation 16 (2022) 3, pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
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Localizing strictly proper scoring rules supplementary material on localizing strictly proper scoring rules
Punder, Ramon de; Diks, Cees G. H.; Laeven, Roger J. A.; … - In: CeNDEF working paper (2023) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10014377691
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Scenario Logic and Probabilistic Management of Risk in Business and Engineering
Solojentsev, E. D. - 2005
problems of estimation, analysis and management of risk are considered. Software for risk problems based on LP-methods, LP-theory …
Persistent link: https://www.econbiz.de/10014274785
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Scenario logic and probabilistic management of risk in business and engineering
Solojentsev, Evgueni Dmitrievich - 2009 - 2. ed.
This book proposes a uniform logic and probabilistic (LP) approach to risk estimation and analysis in engineering and economics. It covers the methodological and theoretical basis of risk management at the design, test, and operation stages of economic, banking, and engineering systems with...
Persistent link: https://www.econbiz.de/10014275012
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Scenario Logic and Probabilistic Management of Risk in Business and Engineering
Solojentsev, Evgueni D. - 2009
Structural and Logical Modeling -- Logical And Probabilistic Theory Of Risk With Groups Of Incompatible Events -- Identification … Theory Of Non Success Risk -- Training Course Modeling Estimation and Analysis of Risks in Economics. … principles of the modern risk LP theory (the LP-calculus, the LP-methods and the risk LP-theory with GIE) using uniform …
Persistent link: https://www.econbiz.de/10013522908
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Calibration of quantum decision theory, aversion to large losses and predictability of probabilistic choices
Vincent, Sabine; Jukalov, Vjačeslav I.; Kovalenko, Tatyana - 2016
We present the first calibration of quantum decision theory (QDT) to an empirical data set. The data comprise 91 …. The prediction of choice reversal is then refined by introducing heterogeneity between decision makers through a … differentiation of the population into two similar sized groups in terms of "over-confident" and "contrarian" decision makers. This …
Persistent link: https://www.econbiz.de/10011516615