Adjusted Evaluation Measures for Asymmetrically Important Data

In this paper we introduce adjustments for standard evaluation measures appropriate for the analysis of data with asymmetrical importance. In risk analysis, it is understood that the returns of an asset do not all provide the same amount of information. This asymmetry of information is crucial for c...

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Bibliographic details
Volume: 4
Main Author: Siouris, George-Jason
Skilogianni, Despoina
Karagrigoriou, Alex
Format: Journal Article
Language: English
Place of publication: SGH Warsaw School of Economics, Collegium of Economic Analysis 20.06.2019
published in: Econometric Research in Finance Vol. 4; no. 1; pp. 41 - 66
ORCID: 0000-0002-4919-2133
Data of publication: 2019-06-20
ISSN: 2451-1935
EISSN: 2451-2370
Online Access: Fulltext
Database: CrossRef
DOAJ Directory of Open Access Journals
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