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… (More)
Wikipedia

Topic mentions per year

Topic mentions per year

1983-2018
0204019832018

Papers overview

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2017
2017
The Basel Committee on Banking Supervision (BIS) has recently sanctioned Expected Shortfall (ES) as the market risk measure to be… (More)
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2012
2012
In this paper we propose a new tool for backtesting that examines the quality of Value-atRisk (VaR) forecasts. To date, the most… (More)
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2011
2011
The evaluation of the relationship with the customer and related benefits has become a key point for a company’s competitive… (More)
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Highly Cited
2011
Highly Cited
2011
The Fire INventory from NCAR version 1.0 (FINNv1) provides daily, 1 km resolution, global estimates of the trace gas and particle… (More)
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2009
2009
  • Olli Nieppola, HELSINGIN KAUPPAKORKEAKOULU
  • 2009
Value-at-Risk has become one of the most popular risk measurement techniques in finance. However, VaR models are useful only if… (More)
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2009
2009
[1] Long-term timeseries of upper ocean salinity and nutrients collected in the Alaskan Gyre along Line P exhibit significant… (More)
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2008
2008
Backtesting methods are statistical tests designed to uncover excessive risk-taking from financial institutions. We show in this… (More)
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2004
2004
Global sea-surface temperature (SST) evolution is analyzed by constructing predictive models that best describe the data set’s… (More)
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2003
2003
In this paper we present a framework for backtesting all currently popular risk measurement methods for quantifying market risk… (More)
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2003
2003
Financial risk model evaluation or backtesting is a key part of the internal model’s approach to market risk management as laid… (More)
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