How to Price an Election: A Martingale Approach- Discussion with Dhruv Madeka
On 10 Oct, 2020 By admin 0 Comments
Forecasting
On Single Point Forecasts for Fat Tailed Variables
On 5 Aug, 2020 By admin 0 Comments
July, 2020
Abstract
Examination of Statistical Accuracy of COVID-19 Daily Death Count Predictions
On 28 Jul, 2020 By admin 0 Comments
May, 2020
Abstract
OBJECTIVE: This paper provides a formal evaluation of the predictive performance of a model (and updates) developed by the Institute for Health Metrics and Evaluation (IHME) for predicting daily deaths attributed to COVID-19 for the United States.
STUDY DESIGN: To assess the accuracy of the IHME models, we examine both forecast accuracy, as well as the predictive performance of the 95% prediction intervals (PI).
Forecasting for COVID19 has Failed
On 7 Jul, 2020 By admin 0 Comments
June, 2020
Abstract
Predicting the Trajectory of Any COVID19 Epidemic From the Best Straight Line
On 29 Jun, 2020 By admin 0 Comments
Predictability of Week-3–4 Average Temperature and Precipitation over the Contiguous United States
On 17 May, 2017 By admin 0 Comments
This paper demonstrates that an operational forecast model can skillfully predict week 3-4 averages of temperature and precipitation over the contiguous U.S.
Does Academic Research Destroy Stock Return Predictability?
On 17 May, 2017 By admin 0 Comments
R. DAVID MCLEAN, JEFFREY PONTIFF
June, 2017
Abstract:
… and the Cross-Section of Expected Returns
On 17 May, 2017 By admin 0 Comments
Campbell R. Harvey, Yan Liu, Heqing Zhu
October, 2014
Abstract:
Weather Research and Forecasting Innovation Act of 2017
On 17 May, 2017 By admin 0 Comments
The Queen of Numbers
On 10 Sep, 2016 By admin 0 Comments