Publications
Type of Publication: Working paper
Multivariate Forecasting Evaluation: On Sensitive and Strictly Proper Scoring Rules
- Author(s):
- Florian Ziel, Kevin Berk
- Publication Date:
- 2019
- Link to complete version:
- https://arxiv.org/abs/1910.07325
- Citation:
- Download BibTeX
Software
CombinePortfolio R-package maintainer