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• #### Proper scoring rules for evaluating asymmetry in density forecasting ﻿

(CAMP Working Paper Series;06/2020, Working paper, 2020-09-01)
This paper proposes a novel asymmetric continuous probabilistic score (ACPS) for evaluating and comparing density forecasts. It extends the proposed score and defines a weighted version, which emphasizes regions of interest, ...
• #### Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions ﻿

(Peer reviewed; Journal article, 2022)
This article proposes a novel asymmetric continuous probabilistic score (ACPS) for evaluating and comparing density forecasts. It generalizes the proposed score and defines a weighted version, which emphasizes regions of ...