The effectiveness of imprecise probability forecasts
Article Abstract:
A study determined the feasability of algorithimically deriving precise probability forecasts from imprecise ones, specifically probability intervals and probability intervals with second-order probability distributions. The probability intervals without distributions tended to be narrower due to motivational bias, while external correspondence was revealed to be a factor for obtaining precise forecasts. Theexpectation approach also performed better than the minimum cross-entropy method.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1993
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Modelling the absolute returns of different stock indices: exploring the forecastability of an alternative measure of risk
Article Abstract:
Research is presented describing the study of risk assessment for financial models and stock indexes to determine absolute return forecasts.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2000
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Predicting daily probability distributions of S&P500 returns
Article Abstract:
Research is presented examining the forecasting methods used to determine returns of S&P500 distribution.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2000
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