Improved optimisation of density forecasting models using multi-objective search with applications in risk management
Citation:
Michael Carney, 'Improved optimisation of density forecasting models using multi-objective search with applications in risk management', [thesis], Trinity College (Dublin, Ireland). School of Computer Science & Statistics, 2007, pp 168Download Item:
Abstract:
Density forecasting is becoming an increasingly popular method of prediction. Density
forcasting models produce a probability density function estimate of a future event rather
than a standard point estimate. Given that predictions are inherently uncertain, density
forecasting is a logical means of presenting predictions and is the preferred forecasting
method in most real-world domains where prediction models are widely used e.g. meteorology
and finance. The additional information provided by a density forecast enables the
prediction user to make optimal decisions under uncertainty.
Author: Carney, Michael
Advisor:
Cunningham, PádraigPublisher:
Trinity College (Dublin, Ireland). School of Computer Science & StatisticsNote:
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