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Defensive Forecasting
"... We consider how to make probability forecasts of binary labels. Our main mathematical result is that for any continuous gambling strategy used for detecting disagreement between the forecasts and the actual labels, there exists a forecasting strategy whose forecasts are ideal as far as this ga ..."
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Cited by 18 (14 self)
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We consider how to make probability forecasts of binary labels. Our main mathematical result is that for any continuous gambling strategy used for detecting disagreement between the forecasts and the actual labels, there exists a forecasting strategy whose forecasts are ideal as far
Defensive forecasting for linear protocols
 in Proceedings of the Sixteenth International Conference on Algorithmic Learning Theory
, 2005
"... We consider a general class of forecasting protocols, called “linear protocols”, and discuss several important special cases, including multiclass forecasting. Forecasting is formalized as a game between three players: Reality; Forecaster, whose goal is to predict Reality’s next move; and Skeptic, ..."
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Cited by 8 (6 self)
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We consider a general class of forecasting protocols, called “linear protocols”, and discuss several important special cases, including multiclass forecasting. Forecasting is formalized as a game between three players: Reality; Forecaster, whose goal is to predict Reality’s next move; and Skeptic
Defensive forecasting for optimal prediction with expert advice
, 2007
"... The method of defensive forecasting is applied to the problem of prediction with expert advice for binary outcomes. It turns out that defensive forecasting is not only competitive with the Aggregating Algorithm but also handles the case of “secondguessing ” experts, whose advice depends on the lear ..."
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Cited by 5 (3 self)
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The method of defensive forecasting is applied to the problem of prediction with expert advice for binary outcomes. It turns out that defensive forecasting is not only competitive with the Aggregating Algorithm but also handles the case of “secondguessing ” experts, whose advice depends
Continuous and randomized defensive forecasting: unified view
, 2008
"... Defensive forecasting is a method of transforming laws of probability (stated in gametheoretic terms as strategies for Sceptic) into forecasting algorithms. There are two known varieties of defensive forecasting: “continuous”, in which Sceptic’s moves are assumed continuous and which produces deter ..."
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Cited by 1 (1 self)
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Defensive forecasting is a method of transforming laws of probability (stated in gametheoretic terms as strategies for Sceptic) into forecasting algorithms. There are two known varieties of defensive forecasting: “continuous”, in which Sceptic’s moves are assumed continuous and which produces
ABSTRACT GAMETHEORETIC PROBABILITY AND DEFENSIVE FORECASTING
"... theory can replace measure theory as a foundation for classical probability theory, discrete and continuous (Probability and Finance: Its Only a Game!, Wiley 2001). In the gametheoretic framework, classical probability theorems are proven by betting strategies that make a player rich without riskin ..."
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risking bankruptcy if the theorem’s prediction fails. These strategies can be specified explicitly, and so the theory has a constructive flavor that lends itself to applications in economics and statistics. Defensive forecasting is one of the most interesting of these applications. It identifies a
The Network Weather Service: A Distributed Resource Performance Forecasting Service for Metacomputing
 Journal of Future Generation Computing Systems
, 1999
"... ..."
Empirical exchange rate models of the Seventies: do they fit out of sample?
 JOURNAL OF INTERNATIONAL ECONOMICS
, 1983
"... This study compares the outofsample forecasting accuracy of various structural and time series exchange rate models. We find that a random walk model performs as well as any estimated model at one to twelve month horizons for the dollar/pound, dollar/mark, dollar/yen and tradeweighted dollar exch ..."
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Cited by 831 (12 self)
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This study compares the outofsample forecasting accuracy of various structural and time series exchange rate models. We find that a random walk model performs as well as any estimated model at one to twelve month horizons for the dollar/pound, dollar/mark, dollar/yen and tradeweighted dollar
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