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RGA: a unified measure of predictive accuracy
6 references·2 citing·28 second hop
RGA: a unified measure of predictive accuracy (2024)RGA: a unified measure of predictive accu…Forecasting: theory and practice (2022)Forecasting: theory and pract…Making and Evaluating Point Forecasts (2011)Making and Evaluating Point F…Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules (2010)Comparing Density Forecasts U…Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Strictly Proper Scoring Rules…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyMethods of Measuring the Concentration of Wealth (1905)Methods of Measuring the Conc…Sustainable artificial intelligence in finance: impact of ESG factors (2025)Sustainable artificial intell…SAFE AI metrics: An integrated approach (2025)SAFE AI metrics: An integrate…Elicitation of Personal Probabilities and Expectations (1971)Comparing Predictive Accuracy (1994)Probabilistic Forecasts, Calibration and Sharpness (2007)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Copula Methods for Forecasting Multivariate Time Series (2013)COHERENCE AND ELICITABILITY (2014)Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility (2014)Coherent Measures of Risk (1999)A better measure of relative prediction accuracy for model selection and model estimation (2014)Fuzzy sets (1965)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)User Acceptance of Computer Technology: A Comparison of Two Theoretical Models (1989)Deep Learning for Time Series Forecasting: Tutorial and Literature Survey (2022)Forecast combinations: An over 50-year review (2022)Forecast evaluation for data scientists: common pitfalls and best practices (2022)Artificial intelligence for sustainability: Challenges, opportunities, and a research agenda (2020)The role of artificial intelligence in achieving the Sustainable Development Goals (2020)Methods for Multiple Attribute Decision Making (1981)The Lorenz Zonoid of a Multivariate Distribution (1996)Probabilistic Forecasting (2014)Chapter 2 Measurement of inequality (2000)Using Lorenz curves to assess public transport equity (2011)THE LAW OF CRIME CONCENTRATION AND THE CRIMINOLOGY OF PLACE* (2015)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
this work references cited by second hop

References

  • 2007Strictly Proper Scoring Rules, Prediction, and Estimation5,771 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 1905Methods of Measuring the Concentration of Wealth2,281 cited
  • 2011Making and Evaluating Point Forecasts1,159 cited
  • 2022Forecasting: theory and practice942 cited
  • 2010Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules510 cited

Cited by

  • 2025Sustainable artificial intelligence in finance: impact of ESG factors35 cited
  • 2025SAFE AI metrics: An integrated approach16 cited

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