An improved model accuracy for forecasting risk measures: application of ensemble methods

IF 1.4 4区经济学 Q3 ECONOMICS

Journal of Applied Economics Pub Date : 2024-09-08 DOI:10.1080/15140326.2024.2395775

Katleho Makatjane, Kesaobaka Mmelesi

引用次数: 0

Abstract

Statistical-based predictions with extreme value theory improve the performance of the risk model not by choosing the model structure that is expected to predict the best but by developing a model ...

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提高风险度量预测模型的准确性：集合方法的应用

基于极值理论的统计预测不是通过选择预期预测效果最好的模型结构，而是通过开发一个模型来提高风险模型的性能。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Applied Economics ECONOMICS-

CiteScore

3.00

自引率

0.00%

发文量

审稿时长

40 weeks

期刊介绍： The Journal of Applied Economics publishes papers which make a significant and original contribution to applied issues in micro and macroeconomics. The primary criteria for selecting papers are quality and importance for the field. Papers based on a meaningful and well-motivated research problem that make a concrete contribution to empirical economics or applied theory, in any of its fields, are especially encouraged. The wide variety of topics that are covered in the Journal of Applied Economics include: -Industrial Organization -International Economics -Labour Economics -Finance -Money and Banking -Growth -Public Finance -Political Economy -Law and Economics -Environmental Economics