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- W1823437312 abstract "The paper provides an overview of probabilistic forecasting and discusses a theoretical framework for evaluation of probabilistic forecasts which is based on proper scoring rules and moments. An artificial example of predicting second-order autoregression and an example of predicting the RTSI stock index are used as illustrations." @default.
- W1823437312 created "2016-06-24" @default.
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- W1823437312 date "2013-01-01" @default.
- W1823437312 modified "2023-10-17" @default.
- W1823437312 title "Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments" @default.
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- W1823437312 doi "https://doi.org/10.2139/ssrn.2236605" @default.
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