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Articles in "probabilistic forecasting"
Effects of task format on probabilistic forecasting of stock prices
This study aims to explore the differences in various dimensions of forecasting accuracy that may result from the task format used to elicit the probabilistic forecasts.
Updated: 22/09/2011
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Views: 2,958
Evaluating probabilistic forecasts of stock prices in a developing stock market
Recent literature on the accuracy of forecasting in financial markets reveals contradictory results. These discrepancies can be attributed to the differences in forecasting environments as well as the differences in forecaster expertise that are employed by the researchers.
Updated: 22/09/2011
Comments:
Views: 3,014
An exploratory analysis of the portfolio managers' probabilistic forecasts of stock prices
This study reports the results of an experiment that examines (1) the effects of forecast horizon on the performance of probability forecasters, and (2) the alleged existence of an inverse expertise effect, i.e., an inverse relationship between expertise and probabilistic forecasting performance.
Updated: 22/09/2011
Comments:
Views: 2,941
An exploratory analysis of the portfolio managers' probabilistic forecasts of stock prices
This study reports the results of an experiment that examines (1) the effects of forecast horizon on the performance of probability forecasters, and (2) the alleged existence of an inverse expertise effect, i.e., an inverse relationship between expertise and probabilistic forecasting performance.
Updated: 22/09/2011
Comments:
Views: 2,941
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