{"created":"2023-06-20T15:03:20.675719+00:00","id":1408,"links":{},"metadata":{"_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":["82:83"]},"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","filename":"71-80_Quenniche,Xu,Tone.pdf","filesize":[{"value":"104.7 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","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"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2016-06-06"},"publish_date":"2016-06-06","publish_status":"0","recid":"1408","relation_version_is_last":true,"title":["Performance Evaluation of Prediction Models Under Multiple Criteria : An application on crude oil prices volatility forecasting models"],"weko_creator_id":"16","weko_shared_id":-1},"updated":"2023-12-15T08:25:09.395033+00:00"}