Loss-based Bayesian Prediction

Project: Research

Search results

  • 2022

    Forecasting: theory and practice

    Petropoulos, F., Apiletti, D., Assimakopoulos, V., Babai, M. Z., Barrow, D. K., Ben Taieb, S., Bergmeir, C., Bessa, R. J., Bijak, J., Boylan, J. E., Browell, J., Carnevale, C., Castle, J. L., Cirillo, P., Clements, M. P., Cordeiro, C., Cyrino Oliveira, F. L., De Baets, S., Dokumentov, A., Ellison, J. & 60 others, Fiszeder, P., Franses, P. H., Frazier, D. T., Gilliland, M., Gönül, M. S., Goodwin, P., Grossi, L., Grushka-Cockayne, Y., Guidolin, M., Guidolin, M., Gunter, U., Guo, X., Guseo, R., Harvey, N., Hendry, D. F., Hollyman, R., Januschowski, T., Jeon, J., Jose, V. R. R., Kang, Y., Koehler, A. B., Kolassa, S., Kourentzes, N., Leva, S., Li, F., Litsiou, K., Makridakis, S., Martin, G. M., Martinez, A. B., Meeran, S., Modis, T., Nikolopoulos, K., Önkal, D., Paccagnini, A., Panagiotelis, A., Panapakidis, I., Pavía, J. M., Pedio, M., Pedregal, D. J., Pinson, P., Ramos, P., Rapach, D. E., Reade, J. J., Rostami-Tabar, B., Rubaszek, M., Sermpinis, G., Shang, H. L., Spiliotis, E., Syntetos, A. A., Talagala, P. D., Talagala, T. S., Tashman, L., Thomakos, D., Thorarinsdottir, T., Todini, E., Trapero Arenas, J. R., Wang, X., Winkler, R. L., Yusupova, A. & Ziel, F., Jul 2022, In: International Journal of Forecasting. 38, 3, p. 705-871 167 p.

    Research output: Contribution to journalReview ArticleResearchpeer-review

    Open Access
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    16 Citations (Scopus)
  • Optimal probabilistic forecasts: when do they work?

    Martin, G. M., Loaiza-Maya, R., Maneesoonthorn, W., Frazier, D. T. & Ramírez-Hassan, A., Jan 2022, In: International Journal of Forecasting. 38, 1, p. 384-406 23 p.

    Research output: Contribution to journalArticleResearchpeer-review

  • 2021

    Focused Bayesian prediction

    Loaiza-Maya, R., Martin, G. M. & Frazier, D. T., Aug 2021, In: Journal of Applied Econometrics. 36, 5, p. 517-543 27 p.

    Research output: Contribution to journalArticleResearchpeer-review

    1 Citation (Scopus)