42 citations · 84 across the 8 of their papers we have counts for
3 papers · 1 filter
Simplifying Random Forests' Probabilistic Forecasts
Nils Koster, Fabian Krüger
Since their introduction by Breiman, Random Forests (RFs) have proven to be useful for both classification and regression tasks. The RF prediction of a previously unseen observatio…
Simple Macroeconomic Forecast Distributions for the G7 Economies
Friederike Becker, Fabian Krüger, Melanie Schienle
We present a simple method for predicting the distribution of output growth and inflation in the G7 economies. The method is based on point forecasts published by the International…
Direction Augmentation in the Evaluation of Armed Conflict Predictions
Johannes Bracher, Lotta Rüter, Fabian Krüger +2
In many forecasting settings, there is a specific interest in predicting the sign of an outcome variable correctly in addition to its magnitude. For instance, when forecasting arme…