EVALUATION OF PERFORMANCE MEASURES FOR CLASSIFIERS COMPARISON

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This algorithm is important for injectivity problems and identifiability analysis of parametric models as illustrated in the following. To our knowledge, it does not exist any

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Keywords: Backtesting; capital allocation; coherence; diversification; elicitability; expected shortfall; expectile; forecasts; probability integral transform (PIT); risk measure;

Feng, Strong solutions to a nonlinear parabolic system modeling compressible misci- ble displacement in porous media, Nonlinear Anal., Theory Methods Appl., 23 (1994), 1515–1531.