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researcher

Tomasz Serafin

5 papers hereh-index 7213 citations14 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • middle author2
  • last author1

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • stat.AP3
  • econ.EM1
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20202025
most citedProbabilistic forecasting with a hybrid Factor-QRA approach: Application to electricity trading

8 citations · 8 across the 5 of their papers we have counts for

collaborators
Showing 2024Show all

1 paper · 1 filter

econ.EM2024

Ranking probabilistic forecasting models with different loss functions

Tomasz Serafin, Bartosz Uniejewski

In this study, we introduced various statistical performance metrics, based on the pinball loss and the empirical coverage, for the ranking of probabilistic forecasting models. We…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.