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The MSPE paradox is not only about MSPE!
Pablo Pincheira
, Nicolas Hardy
Business School
Research output
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peer-review
1
Scopus citations
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Keyphrases
Mean Squared Prediction Error
100%
Mean Absolute Error
40%
Commodity Returns
20%
Low Correlation
20%
Loss Function
20%
Popular
20%
Mean Comparison
20%
Biased Error
20%
T-Student
20%
Paradoxical Results
20%
INIS
prediction
100%
errors
100%
comparative evaluations
11%
applications
11%
range
11%
zones
11%
distribution
11%
forecasting
11%
correlations
11%
losses
11%
commodities
11%
Mathematics
Squared Prediction Error
100%
Absolute Error
40%
Gaussian Distribution
20%
Loss Function
20%
Low Correlation
20%