A new methodology for generating and combining statistical forecasting models to enhance competitive event prediction
From MaRDI portal
Publication:439474
DOI10.1016/j.ejor.2011.10.032zbMath1244.62133MaRDI QIDQ439474
Johnnie E. V. Johnson, Tiejun Ma, Ming-Chien Sung, Stefan Lessmann
Publication date: 16 August 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2011.10.032
62M20: Inference from stochastic processes and prediction
62J12: Generalized linear models (logistic models)
90B60: Marketing, advertising
Related Items
Forecasting mortality rates with a coherent ensemble averaging approach, Probabilistic forecasting with discrete choice models: evaluating predictions with pseudo-coefficients of determination, Probabilistic forecasting of wind power ramp events using autoregressive logit models, News-based forecasts of macroeconomic indicators: a semantic path model for interpretable predictions, Improving prediction market forecasts by detecting and correcting possible over-reaction to price movements, Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate, A combination selection algorithm on forecasting, Forecasting accuracy of behavioural models for participation in the arts, To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from virtual globes and its rate of diffusion in a financial market, Turning the heat on financial decisions: examining the role temperature plays in the incidence of bias in a time-limited financial market
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Handbook of economic forecasting. Volume 1
- Ensemble strategies for a medical diagnostic decision support system: A breast cancer diagnosis application
- Improved customer choice predictions using ensemble methods
- Information theoretic combination of pattern classifiers
- Identifying winners of competitive events: a SVM-based classification model for horserace prediction
- Review of guidelines for the use of combined forecasts
- Stacked regressions
- Economic Darwinism: Who has the best probabilities?
- Adapting support vector machine methods for horserace odds prediction
- Economic Interpretation of Probabilities Estimated by Maximum Likelihood or Score
- Forecaster Diversity and the Benefits of Combining Forecasts
- A Bayesian approach for predicting match outcomes: The 2006 (Association) Football World Cup
- On the financial value of information
- Random forests
