• Proper scoring rules for evaluating asymmetry in density forecasting 

      Iacopini, Matteo; Ravazzolo, Francesco; Rossini, Luca (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 

      Iacopini, Matteo; Ravazzolo, Francesco; Rossini, Luca (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 ...