1 citations · 1 across the 1 of their papers we have counts for
3 papers
Modeling Spatial Extremal Dependence of Precipitation Using Distributional Neural Networks
Christopher Bülte, Lisa Leimenstoll, Melanie Schienle
In this work, we propose a simulation-based estimation approach using generative neural networks to determine dependencies of precipitation maxima and their underlying uncertainty…
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…
Predicting Value at Risk for Cryptocurrencies With Generalized Random Forests
Rebekka Buse, Konstantin Görgen, Melanie Schienle
We study the prediction of Value at Risk (VaR) for cryptocurrencies. In contrast to classic assets, returns of cryptocurrencies are often highly volatile and characterized by large…