Economic Darwinism: Who has the Best Probabilities?
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DOI: 10.1007/s11238-006-9006-2
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Cited by:
- Grant, Andrew & Johnstone, David, 2010. "Finding profitable forecast combinations using probability scoring rules," International Journal of Forecasting, Elsevier, vol. 26(3), pages 498-510, July.
- Victor Jose, 2009. "A Characterization for the Spherical Scoring Rule," Theory and Decision, Springer, vol. 66(3), pages 263-281, March.
- Lessmann, Stefan & Sung, Ming-Chien & Johnson, Johnnie E.V. & Ma, Tiejun, 2012. "A new methodology for generating and combining statistical forecasting models to enhance competitive event prediction," European Journal of Operational Research, Elsevier, vol. 218(1), pages 163-174.
- Hvattum, Lars Magnus & Arntzen, Halvard, 2010. "Using ELO ratings for match result prediction in association football," International Journal of Forecasting, Elsevier, vol. 26(3), pages 460-470, July.
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More about this item
Keywords
bid-ask spread; economic forecast evaluation; Kelly criterion; probability forecasting; probability scoring rules; Kelly score; C11; C44; D40; D81; C52; G11;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
- D40 - Microeconomics - - Market Structure, Pricing, and Design - - - General
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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