| Item type |
会議発表用資料 / Conference paper(1) |
| 公開日 |
2016-06-06 |
| タイトル |
|
|
タイトル |
Performance Evaluation of Prediction Models Under Multiple Criteria : An application on crude oil prices volatility forecasting models |
|
言語 |
en |
| 言語 |
|
|
言語 |
eng |
| キーワード |
|
|
主題Scheme |
Other |
|
主題 |
Forecasting crude oil prices’ volatility |
| キーワード |
|
|
主題Scheme |
Other |
|
主題 |
performance evaluation |
| キーワード |
|
|
主題Scheme |
Other |
|
主題 |
data envelopment analysis (DEA) |
| キーワード |
|
|
主題Scheme |
Other |
|
主題 |
commodity and energy markets |
| 資源タイプ |
|
|
資源タイプ識別子 |
http://purl.org/coar/resource_type/c_5794 |
|
資源タイプ |
conference paper |
| ID登録 |
|
|
ID登録 |
10.24545/00001405 |
|
ID登録タイプ |
JaLC |
| 著者 |
OUENNICHE, Jamal
XU, Bing
TONE, Kaoru
|
| 著者別名 |
|
|
|
識別子Scheme |
WEKO |
|
|
識別子 |
8003 |
|
|
姓名 |
刀根, 薫 |
|
|
言語 |
ja |
| 会議概要 |
|
|
内容記述タイプ |
Other |
|
内容記述 |
Workshop 2015 -Advances in DEA Theory and Applications (December 1-2, 2015) |
| 抄録 |
|
|
内容記述タイプ |
Abstract |
|
内容記述 |
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. |
| 内容記述 |
|
|
内容記述タイプ |
Other |
|
内容記述 |
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. |
| 内容記述 |
|
|
内容記述タイプ |
Other |
|
内容記述 |
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。 |
| 発表年月日 |
|
|
日付 |
2015-12-02 |
|
日付タイプ |
Issued |
| 書誌情報 |
p. 71-80
|
| 公開者 |
|
|
出版者 |
出版社不明 |
| 関連サイト |
|
|
関連タイプ |
isDerivedFrom |
|
|
識別子タイプ |
URI |
|
|
関連識別子 |
http://www.grips.ac.jp/jp/oldseminars/20151105-3601/ |
|
|
関連名称 |
http://www.grips.ac.jp/jp/oldseminars/20151105-3601/ |
| 著者版フラグ |
|
|
出版タイプ |
AM |
|
出版タイプResource |
http://purl.org/coar/version/c_ab4af688f83e57aa |
71-80_Quenniche,Xu,Tone.pdf (104.7 kB)
