{"_buckets": {"deposit": "574ac4e3-243c-45e8-8b60-a8847a3cb303"}, "_deposit": {"created_by": 16, "id": "1408", "owners": [16], "pid": {"revision_id": 0, "type": "depid", "value": "1408"}, "status": "published"}, "_oai": {"id": "oai:grips.repo.nii.ac.jp:00001408", "sets": ["83"]}, "author_link": ["8003"], "item_10005_biblio_info_20": {"attribute_name": "書誌情報", "attribute_value_mlt": [{"bibliographicPageEnd": "80", "bibliographicPageStart": "71"}]}, "item_10005_date_7": {"attribute_name": "発表年月日", "attribute_value_mlt": [{"subitem_date_issued_datetime": "2015-12-02", "subitem_date_issued_type": "Issued"}]}, "item_10005_description_19": {"attribute_name": "内容記述", "attribute_value_mlt": [{"subitem_description": "The workshop is supported by JSPS (Japan Society for the Promotion of Science), Grant-in-Aid for Scientific Research (B), #25282090, titled “Studies in Theory and Applications of DEA for Forecasting Purpose.", "subitem_description_type": "Other"}, {"subitem_description": "本研究はJSPS科研費 基盤研究(B) 25282090の助成を受けたものです。", "subitem_description_type": "Other"}]}, "item_10005_description_5": {"attribute_name": "抄録", "attribute_value_mlt": [{"subitem_description": "With the increasing number of quantitative models available to forecast the crude oil prices and its volatility, the assessment of the relative performance of competing models becomes a critical task. So far, competing forecasting models are compared to each other using a single criterion at a time, which often leads to different rankings for different criteria – a situation where one cannot make an informed decision as to which model performs best when taking all criteria into account. In order to overcome this methodological problem, we proposed a multidimensional framework based on Data Envelopment Analysis models to rank order competing forecasting models.", "subitem_description_type": "Abstract"}]}, "item_10005_description_6": {"attribute_name": "会議概要", "attribute_value_mlt": [{"subitem_description": "Workshop 2015 -Advances in DEA Theory and Applications (December 1-2, 2015)", "subitem_description_type": "Other"}]}, "item_10005_full_name_18": {"attribute_name": "著者別名", "attribute_value_mlt": [{"nameIdentifiers": [{"nameIdentifier": "8003", "nameIdentifierScheme": "WEKO"}], "names": [{"name": "刀根, 薫", "nameLang": "ja"}]}]}, "item_10005_identifier_registration": {"attribute_name": "ID登録", "attribute_value_mlt": [{"subitem_identifier_reg_text": "10.24545/00001405", "subitem_identifier_reg_type": "JaLC"}]}, "item_10005_publisher_8": {"attribute_name": "公開者", "attribute_value_mlt": [{"subitem_publisher": "出版社不明"}]}, "item_10005_relation_11": {"attribute_name": "関連サイト", "attribute_value_mlt": [{"subitem_relation_name": [{"subitem_relation_name_text": "http://www.grips.ac.jp/jp/oldseminars/20151105-3601/"}], "subitem_relation_type": "isDerivedFrom", "subitem_relation_type_id": {"subitem_relation_type_id_text": "http://www.grips.ac.jp/jp/oldseminars/20151105-3601/", "subitem_relation_type_select": "URI"}}]}, "item_10005_version_type_14": {"attribute_name": "著者版フラグ", "attribute_value_mlt": [{"subitem_version_resource": "http://purl.org/coar/version/c_ab4af688f83e57aa", "subitem_version_type": "AM"}]}, "item_creator": {"attribute_name": "著者", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "OUENNICHE, Jamal", "creatorNameLang": "en"}]}, {"creatorNames": [{"creatorName": "XU, Bing", "creatorNameLang": "en"}]}, {"creatorNames": [{"creatorName": "TONE, Kaoru", "creatorNameLang": "en"}]}]}, "item_files": {"attribute_name": "ファイル情報", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_access", "download_preview_message": "", "file_order": 0, "filename": "71-80_Quenniche,Xu,Tone.pdf", "filesize": [{"value": "104.7 kB"}], "format": "application/pdf", "future_date_message": "", "is_thumbnail": false, "licensetype": "license_note", "mimetype": "application/pdf", "size": 104700.0, "url": {"label": "71-80_Quenniche,Xu,Tone.pdf", "url": "https://grips.repo.nii.ac.jp/record/1408/files/71-80_Quenniche,Xu,Tone.pdf"}, "version_id": "dc451942-2e81-43ad-914d-e6dfab9846e0"}]}, "item_keyword": {"attribute_name": "キーワード", "attribute_value_mlt": [{"subitem_subject": "Forecasting crude oil prices’ volatility", "subitem_subject_scheme": "Other"}, {"subitem_subject": "performance evaluation", "subitem_subject_scheme": "Other"}, {"subitem_subject": "data envelopment analysis (DEA)", "subitem_subject_scheme": "Other"}, {"subitem_subject": "commodity and energy markets", "subitem_subject_scheme": "Other"}]}, "item_language": {"attribute_name": "言語", "attribute_value_mlt": [{"subitem_language": "eng"}]}, "item_resource_type": {"attribute_name": "資源タイプ", "attribute_value_mlt": [{"resourcetype": "conference paper", "resourceuri": "http://purl.org/coar/resource_type/c_5794"}]}, "item_title": "Performance Evaluation of Prediction Models Under Multiple Criteria : An application on crude oil prices volatility forecasting models", "item_titles": {"attribute_name": "タイトル", "attribute_value_mlt": [{"subitem_title": "Performance Evaluation of Prediction Models Under Multiple Criteria : An application on crude oil prices volatility forecasting models", "subitem_title_language": "en"}]}, "item_type_id": "10005", "owner": "16", "path": ["83"], "permalink_uri": "https://doi.org/10.24545/00001405", "pubdate": {"attribute_name": "PubDate", "attribute_value": "2016-06-06"}, "publish_date": "2016-06-06", "publish_status": "0", "recid": "1408", "relation": {}, "relation_version_is_last": true, "title": ["Performance Evaluation of Prediction Models Under Multiple Criteria : An application on crude oil prices volatility forecasting models"], "weko_shared_id": -1}
Performance Evaluation of Prediction Models Under Multiple Criteria : An application on crude oil prices volatility forecasting models
https://doi.org/10.24545/00001405
https://doi.org/10.24545/00001405