ML-QuantSubscribe

RePEcEconometrics & Forecasting

Scoring Market Consensus Against Probability Forecasts

The paper proposes a new probability scoring rule that incentivizes forecasters to gather superior information and discourages them from following the crowd.

Featured in No. 16 on 21 Sep 2023 ·

Released
19 Jun 2021
First featured
No. 16 · 21 Sep 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
RePEc:inm:ordeca:v:18:y:2021:i:3:p:169-184

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page