Abstract. In this paper, we show that the optimization of density forecasting models for regression in machine learning can be formulated as a multi-objective problem. We describe ...
Abstract. A body of psychological research has examined the correspondence between a judge’s subjective probability of an event’s outcome and the event’s actual outcome. The ...
- In this paper, computational aspects of the panel aggregation problem are addressed. Motivated primarily by applications of risk assessment, an algorithm is developed for aggrega...
Joel B. Predd, Sanjeev R. Kulkarni, Daniel N. Oshe...
It has been recently shown that calibration with an error less than ∆ > 0 is almost surely guaranteed with a randomized forecasting algorithm, where forecasts are obtained by...