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- W598614866 abstract "The article provides an overview of probabilistic forecasting and discusses a theoretical approach to assessing the quality of density forecasts, based on proper scoring rules and moments. An artificial example of predicting second-order autoregression and an example of predicting RTSI stock index are used to try out this approach." @default.
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- W598614866 title "Assessment of probabilistic forecasts: Proper scoring rules and moments" @default.
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