Calibrating probability density forecasts with multi-objective search

Frontiers in Artificial Intelligence and Applications

Volumn 141, Issue , 2006, Pages 791-792

  Carney, Michael ^a   Cunningham, Pádraig ^a  

^a TRINITY COLLEGE DUBLIN   (Ireland)

Author keywords

[No Author keywords available]

Indexed keywords

CONDITIONAL DENSITY FUNCTION; DENSITY FORECAST; MULTI OBJECTIVE; OPTIMISATIONS; PROBABILISTIC PREDICTION; PROBABILITY DENSITIES; PROBABILITY ESTIMATE; REGRESSION PROBLEM;

PROBABILITY DENSITY FUNCTION;

EID: 84886053481     PISSN: 09226389     EISSN: 18798314     Source Type: Book Series    
DOI: None     Document Type: Article

References (6)

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2. C.M. Bishop, 'Mixture density networks', Technical report, Neural Computing Research Group, Aston University, Birmingham, (1994).
3. M Carney and P Cunningham, 'Calibrating probability density forecasts with multi-objective search', Technical Report TCD-CS-2006-07, Comp Sci Dept, TCD, (2006).
4. FX Diebold, T Gunther, and A Tay, 'Evaluating density forecasts with applications to financial risk management', Inter Econ Review, 39(4), 863-83, (1998).
5. J Fieldsend and S Singh, 'Pareto evolutionary neural networks.', IEEE Trans. Neural Networks, 16(2), 338-354, (2005).
6. A Niculescu-Mizil and R Caruana, 'Predicting good probabilities with supervised learning', in ICML '05, (2005).