4 citations · 4 across the 1 of their papers we have counts for
2 papers
q-fin.MF2025
Constructing elicitable risk measures
Akif Ince, Marlon Moresco, Ilaria Peri +1
We provide a constructive way of defining new elicitable risk measures that are characterised by a multiplicative scoring function. We show that depending on the choice of the scor…
cs.LG2022★ 4 cited
A Hybrid Model for Forecasting Short-Term Electricity Demand
Maria Eleni Athanasopoulou, Justina Deveikyte, Alan Mosca +2
Currently the UK Electric market is guided by load (demand) forecasts published every thirty minutes by the regulator. A key factor in predicting demand is weather conditions, with…