Scoring Probability Forecasts by a User’s Bets Against a Market Consensus
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Publication:5868919
DOI10.1287/deca.2020.0424OpenAlexW3171514677MaRDI QIDQ5868919
Stewart Jones, Steve Tulig, David Johnstone, Oliver Jones
Publication date: 26 September 2022
Published in: Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/deca.2020.0424
forecast evaluationprobability forecastprediction marketsprobability of bankruptcyeconomic scoring rules
Uses Software
Cites Work
- Capital growth with security
- Growth versus security tradeoffs in dynamic investment analysis
- Axiomatic characterization of the quadratic scoring rule
- Scoring rules and the evaluation of probabilities. (With discussion)
- An Overview of Applications of Proper Scoring Rules
- Time to wealth goals in capital accumulation
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- If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
- Growth Versus Security in Dynamic Investment Analysis
- Growth-Security Investment Strategy for Long and Short Runs
- On the Extensive Number of Plays to Achieve Superior Performance with the Geometric Mean Strategy
- Model Selection and Accounting for Model Uncertainty in Graphical Models Using Occam's Window
- Do Markets Favor Agents able to Make Accurate Predictions?
- Combining Probability Forecasts
- Partial-Kelly Strategies and Expected Utility: Small-Edge Asymptotics
- Tailored Scoring Rules for Probabilities
- Choosing a Strictly Proper Scoring Rule
- Additive Scoring Rules for Discrete Sample Spaces
- A Probability Scoring Rule for Simultaneous Events
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