Evaluation and Ranking of Market Forecasters

We develop a novel ranking methodology to rank the market forecaster. In particular, we distinguish forecasts by their specificity, rather than considering all predictions and forecasts equally important, and we also analyze the impact of the number of forecasts made by a particular forecaster. We have applied our methodology on a dataset including 6,627 forecasts made by 68 forecasters

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Year of publication:	2017
Authors:	Bailey, David H.
Other Persons:	Borwein, Jonathan (contributor) ; Salehipour, Amir (contributor) ; Lopez de Prado, Marcos (contributor)
Publisher:	[2017]: [S.l.] : SSRN
Subject:	Ranking-Verfahren \| Ranking method \| Prognoseverfahren \| Forecasting model \| Bewertung \| Evaluation

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Extent:	1 Online-Ressource (26 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 31, 2017 erstellt
Other identifiers:	10.2139/ssrn.2944853 [DOI]
Classification:	G0 - Financial Economics. General ; G1 - General Financial Markets ; G2 - Financial Institutions and Services ; G15 - International Financial Markets ; G24 - Investment Banking; Venture Capital; Brokerage ; E44 - Financial Markets and the Macroeconomy
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012959610