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20092026
most citedEstimation of trend in state-space models: Asymptotic mean square error and rate of convergence

5 citations · 13 across the 5 of their papers we have counts for

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q-fin.PM2024★ 1 cited

Benchmarking M6 Competitors: An Analysis of Financial Metrics and Discussion of Incentives

Matthew J. Schneider, Rufus Rankin, Prabir Burman +1

The M6 Competition assessed the performance of competitors using a ranked probability score and an information ratio (IR). While these metrics do well at picking the winners in the…