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Naslov:The regression tournament
Avtorji:Schnytzer, Adi (Avtor)
Šušteršič, Janez (Avtor)
Datoteke:URL http://www.ingentaconnect.com/content/ubpl/jpm/2011/00000005/00000002/art00003
 
Jezik:Angleški jezik
Vrsta gradiva:Delo ni kategorizirano
Tipologija:1.01 - Izvirni znanstveni članek
Organizacija:FM - Fakulteta za management
Opis:Standard methods to assess the statistical quality of econometric models implicitly assume there is only one person in the world, namely the forecaster with her model(s), and that there exists an objective and independent reality to which the model predictions may be compared. However, on many occasions, the reality with which we compare our predictions and in which we take our actions is co-determined and changed constantly by actions taken by other actors based on their own models. We propose a new method, called a regression tournament, to assess the utility of forecasting models and taking these interactions into account. We present an empirical case of betting on Australian Rules Football matches where the most accurate predictive model does not yield the highest betting return, or, in our terms, does not win a regression tournament.
Ključne besede:prediction markets, forecasting models' assessment, regression tournament
Leto izida:2011
Št. strani:str. 32-43
Številčenje:Vol. 5, no. 2
ISSN:1750-6751
UDK:330.44
COBISS_ID:4206807 Povezava se odpre v novem oknu
Število ogledov:1316
Število prenosov:13
Metapodatki:XML RDF-CHPDL DC-XML DC-RDF
Področja:Gradivo ni uvrščeno v področja.
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Skupna ocena:(0 glasov)
Vaša ocena:Ocenjevanje je dovoljeno samo prijavljenim uporabnikom.
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Sekundarni jezik

Jezik:Neznan jezik
Ključne besede:napovedni trgi, ocenjevanje modelov za napovedovanje, regresijski turnir

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