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Consensus Forecasts of Corporate Earnings: Analysts' Forecasts and Time Series Methods

Conroy, Robert; Harris, Robert - In: Management Science 33 (1987) 6, pp. 725-738

other time series methods substantially outperform a random walk prediction of no change when forecasts are made near the …

Persistent link: https://www.econbiz.de/10009209307

Maximum Entropy Aggregation of Expert Predictions

Myung, In Jae; Ramamoorti, Sridhar; Andrew D. Bailey, Jr. - In: Management Science 42 (1996) 10, pp. 1420-1436

assumed to be discrete random variables. A measure of expert competence is defined using a distance metric between the actual …

Persistent link: https://www.econbiz.de/10009214399

Shared Preferences and State-Dependent Utilities

Schervish, Mark J.; Seidenfeld, Teddy; Kadane, Joseph B. - In: Management Science 37 (1991) 12, pp. 1575-1589

This investigation combines two questions for expected utility theory: 1. When do the shared preferences among expected utility maximizers conform to the dictates of expected utility? 2. What is the impact on expected utility theory of allowing preferences for prizes to be state-dependent? Our...

Persistent link: https://www.econbiz.de/10009214416

Aggregating Point Estimates: A Flexible Modeling Approach

Clemen, Robert T.; Winkler, Robert L. - In: Management Science 39 (1993) 4, pp. 501-515

In many decision situations information is available from a number of different sources. Aggregating the diverse bits of information is an important aspect of the decision-making process but entails special statistical modeling problems in characterizing the information. Prior research in this...

Persistent link: https://www.econbiz.de/10009208507

Unanimity and Compromise Among Probability Forecasters

Clemen, Robert T.; Winkler, Robert L. - In: Management Science 36 (1990) 7, pp. 767-779

variety of Bayesian consensus models with respect to their conformance (or lack thereof) to the unanimity principle and a more …

Persistent link: https://www.econbiz.de/10009191604

Combining Probability Distributions from Dependent Information Sources

Winkler, Robert L. - In: Management Science 27 (1981) 4, pp. 479-488

be combined to form a single consensus distribution upon which inferences and decisions can be based. An important … feature of information from different sources is the possibility of stochastic dependence, and a consensus model which …, and the consensus distribution is quite sensitive to the degree of dependence. …

Persistent link: https://www.econbiz.de/10009191940

Combining Overlapping Information

Clemen, Robert T. - In: Management Science 33 (1987) 3, pp. 373-380

for groups of experts who seek a consensus. …

Persistent link: https://www.econbiz.de/10009197569

A Data Envelopment Model for Aggregating Preference Rankings

Cook, Wade D.; Kress, Moshe - In: Management Science 36 (1990) 11, pp. 1302-1310

equivalent to the consensus models of Borda and Kendall. …

Persistent link: https://www.econbiz.de/10009198235

A Recursive Kalman Filter Forecasting Approach

Kahl, Douglas R.; Ledolter, Johannes - In: Management Science 29 (1983) 11, pp. 1325-1333

This paper examines the forecasting accuracy and the cost effectiveness of time series models with time-varying coefficients. A simulation study investigates the potential forecasting benefits of a proposed Kalman filter type adaptive estimation and forecasting approach. It is found that: (1)...

Persistent link: https://www.econbiz.de/10009209300

Airline Safety: The Last Decade

Barnett, Arnold; Higgins, Mary K. - In: Management Science 35 (1989) 1, pp. 1-21

flag carriers. These statistics are examined in conjunction with others from an earlier MIT study about the previous two …

Persistent link: https://www.econbiz.de/10009209386