A Probability Scoring Rule for Simultaneous Events
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Publication:5121288
DOI10.1287/deca.2019.0393zbMath1441.90072OpenAlexW2985364294MaRDI QIDQ5121288
Oh Kang Kwon, Andrew J. Grant, David Johnstone
Publication date: 14 September 2020
Published in: Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/deca.2019.0393
Related Items
Weighted Scoring Rules and Convex Risk Measures ⋮ Additive Scoring Rules for Discrete Sample Spaces ⋮ Scoring Probability Forecasts by a User’s Bets Against a Market Consensus
Cites Work
- Capital growth with security
- Expected information as ecpected utility
- Scoring rules and the evaluation of probabilities. (With discussion)
- Economic Interpretation of Probabilities Estimated by Maximum Likelihood or Score
- Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion
- An Overview of Applications of Proper Scoring Rules
- Scoring Rules, Generalized Entropy, and Utility Maximization
- Growth Versus Security in Dynamic Investment Analysis
- Partial-Kelly Strategies and Expected Utility: Small-Edge Asymptotics
- Tailored Scoring Rules for Probabilities
- Strictly Proper Scoring Rules, Prediction, and Estimation
- Elicitation of Personal Probabilities and Expectations
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