A new methodology for generating and combining statistical forecasting models to enhance competitive event prediction
DOI10.1016/J.EJOR.2011.10.032zbMATH Open1244.62133OpenAlexW2018405891MaRDI QIDQ439474FDOQ439474
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
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Cites Work
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- Identifying winners of competitive events: a SVM-based classification model for horserace prediction
- Economic Interpretation of Probabilities Estimated by Maximum Likelihood or Score
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- Review of guidelines for the use of combined forecasts
- Economic Darwinism: Who has the best probabilities?
- Adapting support vector machine methods for horserace odds prediction
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- 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
- Ensemble strategies for a medical diagnostic decision support system: A breast cancer diagnosis application
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Cited In (11)
- Improving prediction market forecasts by detecting and correcting possible over-reaction to price movements
- Probabilistic forecasting of wind power ramp events using autoregressive logit models
- Forecasting accuracy of behavioural models for participation in the arts
- Probabilistic forecasting with discrete choice models: evaluating predictions with pseudo-coefficients of determination
- News-based forecasts of macroeconomic indicators: a semantic path model for interpretable predictions
- Turning the heat on financial decisions: examining the role temperature plays in the incidence of bias in a time-limited financial market
- 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
- Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate
- Forecasting mortality rates with a coherent ensemble averaging approach
- A combination selection algorithm on forecasting
- Coherent Mortality Forecasting with a Model Averaging Approach: Evidence from Global Populations
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