WorldCat Identities

Székely, Balázs

Overview
Works: 12 works in 20 publications in 4 languages and 66 library holdings
Genres: Masses  Vocal scores  Conference papers and proceedings  History 
Roles: Author, Editor, Other, Contributor
Publication Timeline
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Most widely held works by Balázs Székely
4th Workshop on Alpine Geological Studies 21 - 24 September 1999, Tübingen (Germany) by Workshop on Alpine Geological Studies( Book )

5 editions published in 1999 in English and held by 27 WorldCat member libraries worldwide

On the surface of the Eastern Alps - a DEM study by Balázs Székely( Book )

4 editions published in 2001 in English and German and held by 26 WorldCat member libraries worldwide

Facing the peat CO2 threat: digital mapping of Indonesian peatlands--a proposed methodology and its application by Gábor Illés( )

1 edition published in 2019 in English and held by 2 WorldCat member libraries worldwide

General Properties of Backtestable Statistics by Carlo Acerbi( )

1 edition published in 2017 in English and held by 1 WorldCat member library worldwide

We propose a formal definition of backtestable statistic: a backtest is a null expected value involving only the statistic and its random variable, strictly monotonic in the former. We discuss the relationship with elicitability and identifiability which turn out being necessary conditions. The variance and the Expected Shortfall are not backtestable for this reason. We discuss (absolute) model validation in the context of one- or two-sided hypothesis tests, as well as (relative) model selection obtained by ranking realizations of the backtest statistic. We introduce the concept of sharpness which refers to whether a backtest is strictly monotonic with respect to the real value of the statistic and not only to its prediction. This decides whether the expected value of a backtest determines the extent of a prediction discrepancy and not only its likelihood. We show that the quantile backtest is not sharp and in fact provides no information whatsoever on the real value of the statistic. The Expectile is also not sharp; we provide bounds for its real value, which are looser for outer confidence levels. We then introduce ridge backtests, applicable to particular non-backtestable statistics, such as the variance and the Expected Shortfall, which coincide with the attained minimum of the scoring function of another elicitable auxiliary statistic. This allows to produce sharp backtest procedures in which the prediction for the auxiliary variable is also involved but with small sensitivity and known bias sign. The ridge mechanism explains why the variance has always been de-facto backtestable and allows for similar efficient ways to backtest the expected shortfall. We discuss the relevance of this result in the current debate of financial regulation (banking and insurance), where Value at Risk and Expected Shortfall are adopted as regulatory risk measures
Fiatal tektonika és felszínfejlődés kapcsolata az Alpok keleti előterében by Gábor Kovács( Book )

2 editions published in 2013 in Hungarian and held by 1 WorldCat member library worldwide

CeraMis : interactive Internet-based information system on Neolithic pottery by Judith Zöldföldi( )

1 edition published in 2010 in English and held by 1 WorldCat member library worldwide

4th Workshop on Alpine Geological Studies 21-24 Septmember 1999, Tübingen (Germany) by 1999, Tübingen> Workshop on Alpine Geological Studies <4( Book )

1 edition published in 1999 in English and held by 1 WorldCat member library worldwide

Little mass : for children's chorus & orchestra by James MacMillan( )

1 edition published in 2014 in Latin and held by 1 WorldCat member library worldwide

Cultural and landscape changes in south-east Hungary by Andrea H Vaday( Book )

1 edition published in 1996 in English and held by 1 WorldCat member library worldwide

Gazdasági növénytan, különös tekintettel a debreczeni m. kir. gazd. akad. előadásáira by Antal Gulyás( )

1 edition published in 1922 in Hungarian and held by 1 WorldCat member library worldwide

Nemzedékek zenéje = Music of generations( Recording )

1 edition published in 2013 and held by 1 WorldCat member library worldwide

 
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Audience level: 0.91 (from 0.74 for The advant ... to 0.99 for CeraMis : ...)

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