Publications
Type of Publication: Article in Journal
Multivariate forecasting evaluation: On sensitive and strictly proper scoring rules
- Author(s):
- Ziel, Florian; Berk, Kevin
- Title of Journal:
- arXiv preprint arXiv:1910.07325
- Publication Date:
- 2019
- Link to complete version:
- https://arxiv.org/abs/1910.07325
- Citation:
- Download BibTeX
Software
CombinePortfolio R-package maintainer