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Signature-Kernel Based Evaluation Metrics for Robust Probabilistic and Tail-Event Forecasting

Fuente: arXiv

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Bibliographic Details
Main Authors:	Redhead, Benjamin R., Lee, Thomas L., Gu, Peng, Elvira, Víctor, Storkey, Amos
Format:	Preprint
Published:	2026
Subjects:	Machine Learning 62M10 (Primary) 68T05, 62P05, 62P12 (Secondary) G.3; I.2.6; I.6.4
Online Access:	Acceder al recurso
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