Probability Elicitation, Scoring Rules, and Competition Among Forecasters

Citations

Cited by:

1. Mohammed Abdellaoui & Han Bleichrodt & Emmanuel Kemel & Olivier l’Haridon, 2021. "Measuring Beliefs Under Ambiguity," Operations Research, INFORMS, vol. 69(2), pages 599-612, March.
   • Mohammed Abdellaoui & Han Bleichrodt & Emmanuel Kemel & Olivier L’haridon, 2021. "Measuring Beliefs Under Ambiguity," Post-Print halshs-02886673, HAL.
2. Joseph R. Radzevick & Don A. Moore, 2011. "Competing to Be Certain (But Wrong): Market Dynamics and Excessive Confidence in Judgment," Management Science, INFORMS, vol. 57(1), pages 93-106, January.
3. Meng Li & Nicholas C. Petruzzi & Jun Zhang, 2017. "Overconfident Competing Newsvendors," Management Science, INFORMS, vol. 63(8), pages 2637-2646, August.
4. 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.
5. Rakesh K. Sarin, 2013. "From the Editor ---Median Aggregation, Scoring Rules, Expert Forecasts, Choices with Binary Attributes, Portfolio with Dependent Projects, and Information Security," Decision Analysis, INFORMS, vol. 10(4), pages 277-278, December.
6. Harrison, Glenn W. & Martínez-Correa, Jimmy & Swarthout, J. Todd & Ulm, Eric R., 2017. "Scoring rules for subjective probability distributions," Journal of Economic Behavior & Organization, Elsevier, vol. 134(C), pages 430-448.
   • Glenn W. Harrison & Jimmy Martínez-Correa & J. Todd Swarthout & Eric R. Ulm, 2012. "Scoring Rules for Subjective Probability Distributions," Experimental Economics Center Working Paper Series 2012-18, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University, revised Apr 2013.
7. Yael Grushka-Cockayne & Victor Richmond R. Jose & Kenneth C. Lichtendahl Jr., 2017. "Ensembles of Overfit and Overconfident Forecasts," Management Science, INFORMS, vol. 63(4), pages 1110-1130, April.
8. Robert L. Winkler & Yael Grushka-Cockayne & Kenneth C. Lichtendahl Jr. & Victor Richmond R. Jose, 2019. "Probability Forecasts and Their Combination: A Research Perspective," Decision Analysis, INFORMS, vol. 16(4), pages 239-260, December.
9. Phillip E. Pfeifer & Yael Grushka-Cockayne & Kenneth C. Lichtendahl, 2014. "The Promise of Prediction Contests," The American Statistician, Taylor & Francis Journals, vol. 68(4), pages 264-270, November.
10. Pavel Atanasov & Phillip Rescober & Eric Stone & Samuel A. Swift & Emile Servan-Schreiber & Philip Tetlock & Lyle Ungar & Barbara Mellers, 2017. "Distilling the Wisdom of Crowds: Prediction Markets vs. Prediction Polls," Management Science, INFORMS, vol. 63(3), pages 691-706, March.
11. Victor Richmond R. Jose & Robert L. Winkler, 2009. "Evaluating Quantile Assessments," Operations Research, INFORMS, vol. 57(5), pages 1287-1297, October.
12. Laurent L. Pauwels & Andrey L. Vasnev, 2017. "Forecast combination for discrete choice models: predicting FOMC monetary policy decisions," Empirical Economics, Springer, vol. 52(1), pages 229-254, February.
    • Pauwels, Laurent & Vasnev, Andrey, 2011. "Forecast combination for discrete choice models: predicting FOMC monetary policy decisions," Working Papers 11/2011, University of Sydney Business School, Discipline of Business Analytics.
13. J. Eric Bickel, 2007. "Some Comparisons among Quadratic, Spherical, and Logarithmic Scoring Rules," Decision Analysis, INFORMS, vol. 4(2), pages 49-65, June.
14. J. Eric Bickel, 2010. "Scoring Rules and Decision Analysis Education," Decision Analysis, INFORMS, vol. 7(4), pages 346-357, December.
15. Phillip E. Pfeifer, 2016. "The promise of pick-the-winners contests for producing crowd probability forecasts," Theory and Decision, Springer, vol. 81(2), pages 255-278, August.
16. Yael Grushka-Cockayne & Kenneth C. Lichtendahl Jr. & Victor Richmond R. Jose & Robert L. Winkler, 2017. "Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs," Operations Research, INFORMS, vol. 65(3), pages 712-728, June.
17. David J. Johnstone, 2007. "The Parimutuel Kelly Probability Scoring Rule," Decision Analysis, INFORMS, vol. 4(2), pages 66-75, June.
18. Gneiting, Tilmann, 2011. "Quantiles as optimal point forecasts," International Journal of Forecasting, Elsevier, vol. 27(2), pages 197-207, April.
19. Wang, Stephanie W., 2011. "Incentive effects: The case of belief elicitation from individuals in groups," Economics Letters, Elsevier, vol. 111(1), pages 30-33, April.
20. Tino Werner, 2022. "Elicitability of Instance and Object Ranking," Decision Analysis, INFORMS, vol. 19(2), pages 123-140, June.
21. Ville A. Satopää & Robin Pemantle & Lyle H. Ungar, 2016. "Modeling Probability Forecasts via Information Diversity," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(516), pages 1623-1633, October.
22. Cem Peker, 2023. "Extracting the collective wisdom in probabilistic judgments," Theory and Decision, Springer, vol. 94(3), pages 467-501, April.
23. Eva Regnier, 2018. "Probability Forecasts Made at Multiple Lead Times," Management Science, INFORMS, vol. 64(5), pages 2407-2426, May.
24. Jens Witkowski & Rupert Freeman & Jennifer Wortman Vaughan & David M. Pennock & Andreas Krause, 2023. "Incentive-Compatible Forecasting Competitions," Management Science, INFORMS, vol. 69(3), pages 1354-1374, March.
25. Gneiting, Tilmann, 2011. "Quantiles as optimal point forecasts," International Journal of Forecasting, Elsevier, vol. 27(2), pages 197-207.
26. Sanjay Banerjee, 2021. "Does Competition Improve Analysts’ Forecast Informativeness?," Management Science, INFORMS, vol. 67(5), pages 3219-3238, May.
27. repec:exc:wpaper:2013-05 is not listed on IDEAS
28. Kenneth C. Lichtendahl & Yael Grushka-Cockayne & Phillip E. Pfeifer, 2013. "The Wisdom of Competitive Crowds," Operations Research, INFORMS, vol. 61(6), pages 1383-1398, December.