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Model selection with Gini indices under auto-calibration

28 July 2022

Papers citing "Model selection with Gini indices under auto-calibration"

4 / 4 papers shown

Title
Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning M. Denuit Arthur Charpentier J. Trufin 47 39 0 05 Mar 2021
The Efficiency Gap Timo Dimitriadis Tobias Fissler J. Ziegel 47 22 0 27 Oct 2020
Empirical AUC for evaluating probabilistic forecasts Simon Byrne AI4TS 96 25 0 22 Aug 2015
Making and Evaluating Point Forecasts T. Gneiting 119 1,055 0 04 Dec 2009