Skip to search formSkip to main content
You are currently offline. Some features of the site may not work correctly.

Backtesting

Known as: Backtest, Backtesting (finance), Hindcast 
Backtesting is a term used in oceanography, meteorology and the financial industry to refer to testing a predictive model using existing historic… Expand
Wikipedia

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
Highly Cited
2017
Highly Cited
2017
The Basel Committee on Banking Supervision BIS has recently sanctioned expected shortfall ES as the market risk measure to be… Expand
  • table 1
  • table 2
  • table 3
  • table 4
  • table 5
Is this relevant?
Highly Cited
2012
Highly Cited
2012
interpreted as sea ice extent less than 1.0 million km 2 .W e consider this estimate to be still valid based on projections of… Expand
  • figure 1
  • figure 2
  • figure 3
  • figure 4
Is this relevant?
Highly Cited
2011
Highly Cited
2011
Although regional climate models (RCMs) are powerful tools for describing regional and even smaller scale climate conditions… Expand
  • figure 1
  • figure 2
  • table I
  • figure 3
  • figure 4
Is this relevant?
Highly Cited
2010
Highly Cited
2010
Abstract This study sets out a backtesting framework applicable to the multiperiod-ahead forecasts from stochastic mortality… Expand
Is this relevant?
Highly Cited
2010
Highly Cited
2010
Abstract. The Fire INventory from NCAR version 1.0 (FINNv1) provides daily, 1 km resolution, global estimates of the trace gas… Expand
  • table 1
  • table 2
  • figure 1
  • figure 2
  • table 3
Is this relevant?
Highly Cited
2008
Highly Cited
2008
In the aftermath of the 26 December, 2004 tsunami, several quantitative predictions of inundation for historic events were… Expand
  • figure 1
  • figure 2
  • figure 3
  • figure 4
  • figure 5
Is this relevant?
Highly Cited
2008
Highly Cited
2008
The rapid growth of the number of videos in YouTube provides enormous potential for users to find content of interest to them… Expand
  • figure 1
  • figure 3
  • figure 4
  • figure 5
  • figure 6
Is this relevant?
Highly Cited
2003
Highly Cited
2003
Financial risk model evaluation or backtesting is a key part of the internal model's approach to market risk management as laid… Expand
  • figure 1
  • figure 2
  • figure 3
  • figure 4
  • figure 5
Is this relevant?
Highly Cited
2000
Highly Cited
2000
An ocean general circulation model, forced with idealized, purely oscillating wind stresses over the western equatorial Pacific… Expand
  • figure 1
  • figure 2
  • figure 3
  • figure 4
  • figure 5
Is this relevant?
Highly Cited
1987
Highly Cited
1987
Abstract Cross-validation is a statistical procedure that produces an estimate of forecast skill which is less biased than the… Expand
Is this relevant?