| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 6898074 | European Journal of Operational Research | 2013 | 30 Pages |
Abstract
⺠First paper that provides an in-depth comparison of the maximum entropy approach with other approaches. ⺠Maximum entropy is found to be superior to conservative rules like Scarf's rule and Minimax regret. ⺠The maximum entropy approach produces better results far out in the tails (95% or even 99% percentiles).
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Jonas Andersson, Kurt Jörnsten, Sigrid Lise NonÃ¥s, Leif Sandal, Jan Ubøe,