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Learning and asymmetric business cycles
Chalkley, Martin - In: Review of economic dynamics 1 (1998) 3, pp. 623-645
Persistent link: https://www.econbiz.de/10001245250
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Aggregation mechanisms for crowd predictions
Palan, Stefan; Huber, Jürgen; Senninger, Larissa - In: Experimental economics : a journal of the Economic … 23 (2020) 3, pp. 788-814
Persistent link: https://www.econbiz.de/10012309807
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Eliciting human judgment for prediction algorithms
Ibrahim, Rouba; Kim, Song-hee; Tong, Jordan - In: Management science : journal of the Institute for … 67 (2021) 4, pp. 2314-2325
Persistent link: https://www.econbiz.de/10012522196
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Updating awareness and information aggregation
Galanis, Spyros; Kotronis, Stelios - In: The B.E. journal of theoretical economics 21 (2021) 2, pp. 613-635
Persistent link: https://www.econbiz.de/10012593905
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Information Aggregation for Stock Return Predictability
Chang, Wayne - 2016
The literature on stock return predictability has identified macroeconomic and technical predictors that when combined, leads to out-of-sample outperformance relative to the historical mean null. This paper investigates a new method for aggregating information beyond using forecast combination...
Persistent link: https://www.econbiz.de/10012982776
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Costly information in markets with heterogeneous agents : a model with genetic programming
Hauser, Florian; Huber, Jürgen; Kaempff, Bob - In: Computational economics 46 (2015) 2, pp. 205-229
Persistent link: https://www.econbiz.de/10011478461
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The endogenous Kalman Filter
Baxter, Brad (contributor); Graham, Liam (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003576397
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A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng; Zhou, Guofu; Zhu, Yingzi - In: Journal of financial economics 122 (2016) 2, pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
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The Endogenous Kalman Filter
Baxter, Brad; Graham, Liam; Wright, Stephen H. - 2007
agents optimally form estimates of the states from an incomplete information set. We derive a version of the Kalman filter …) conditions under which the endogenous Kalman filter will at least asymptotically reveal the true states. In general we show that …
Persistent link: https://www.econbiz.de/10014051392
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Filtration enlargement-based time series forecast in view of insider trading
Bennett, Luke M.; Hu, Wei - In: Journal of economic surveys 37 (2023) 1, pp. 112-140
Persistent link: https://www.econbiz.de/10014287808