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Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen; Kutrolli, Gleda; Stefani, Silvana - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
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A comment on the bias of probabilities derived from betting odds and their use in measuring outcome uncertainty
Štrumbelj, Erik - In: Journal of sports economics 17 (2016) 1, pp. 12-26
Persistent link: https://www.econbiz.de/10011422895
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Dynamic Probabilistic Forecasting with Uncertainty
Benth, Fred Espen - 2019
we look at the Sharpe ratio and the VaR measure of market risk as well, proposing some decision rules for investors …, regulators and risk managers …
Persistent link: https://www.econbiz.de/10012868279
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Expert judgement for dependence in probabilistic modelling : a systematic literature review and future research directions
Werner, Christoph; Bedford, Tim; Cooke, Roger M.; … - In: European journal of operational research : EJOR 258 (2017) 3, pp. 801-819
Persistent link: https://www.econbiz.de/10011644481
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Uncertainty measures from partially rounded probabilistic forecast surveys
Glas, Alexander; Hartmann, Matthias - In: Quantitative economics : QE ; journal of the … 13 (2022) 3, pp. 979-1022
Although survey‐based point predictions have been found to outperform successful forecasting models, corresponding variance forecasts are frequently diagnosed as heavily distorted. Professional forecasters who report inconspicuously low ex ante variances often produce squared forecast errors...
Persistent link: https://www.econbiz.de/10013382059
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Subjective expectations and uncertainty
Kocięcki, Andrzej; Łyziak, Tomasz; Stanisławska, Ewa - 2022
Persistent link: https://www.econbiz.de/10013188035
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Subjective expectations and uncertainty
Kocięcki, Andrzej; Łyziak, Tomasz; Stanisławsk, Ewa - 2022
Persistent link: https://www.econbiz.de/10013193414
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Calibration of quantum decision theory, aversion to large losses and predictability of probabilistic choices
Vincent, Sabine; Jukalov, Vjačeslav I.; Kovalenko, Tatyana - 2016
We present the first calibration of quantum decision theory (QDT) to an empirical data set. The data comprise 91 …) the utility factor with a stochastic version of cumulative prospect theory (logit-CPT), and (b) the attraction factor with … a constant absolute risk aversion (CARA) function. This makes logit-CPT nested in our proposed parameterisation of QDT …
Persistent link: https://www.econbiz.de/10011516615
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A Bayesian belief network-based probabilistic mechanism to determine patient no-show risk categories
Simsek, Serhat; Dag, Ali; Tiahrt, Thomas; Oztekin, Asil - In: Omega : the international journal of management science 100 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012494634
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Firms' subjective uncertainty and forecast errors
Morikawa, Masayuki - 2019
Persistent link: https://www.econbiz.de/10012134681