Fieller Stability Measure: a novel model-dependent backtesting approach.

Cristián Bravo Sebastián Maldonado

Published in: J. Oper. Res. Soc. (2015)

Keyphrases

probabilistic model
mathematical model
probability distribution
statistical model
real time
network model
formal model
experimental data
theoretical framework
stability analysis
analytical model
neural network model
computational model
d objects
control system
multiscale
information systems
neural network