مرکز منطقه ای اطلاع رساني علوم و فناوري - Utility-based performance measures for regression models

Title of article :

Utility-based performance measures for regression models

Author/Authors :

Craig Friedman، نويسنده , , Sven Sandow، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

541

To page :

560

Keywords :

Regression models , Model performance measures , Relative entropy , Horserace , expected utility

Journal title :

Journal of Banking and Finance

Serial Year :

2005

Journal title :

Journal of Banking and Finance

Record number :

193834

Link To Document :