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Finding profitable forecast combinations using probability scoring rules

✍ Scribed by Andrew Grant; David Johnstone


Book ID
113648099
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
634 KB
Volume
26
Category
Article
ISSN
0169-2070

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Evaluating probability forecasts in term
✍ Walter KrΓ€mer πŸ“‚ Article πŸ“… 2006 πŸ› John Wiley and Sons 🌐 English βš– 89 KB

## Abstract This note gives an easily verified necessary and sufficient condition for one probability forecaster to empirically outperform another one in terms of all strictly proper scoring rules. Copyright Β© 2006 John Wiley & Sons, Ltd.