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Forecasting the spot price of gold:combined forecast approaches versus a composite forecast approach

✍ Scribed by Mui, H. W.; Chu, C. W.

Book ID
120278716
Publisher
Taylor and Francis Group
Year
1993
Tongue
English
Weight
655 KB
Volume
20
Category
Article
ISSN
0266-4763

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## Abstract A general Bayesian approach to combining __n__ expert forecasts is developed. Under some moderate assumptions on the distributions of the expert errors, it leads to a consistent, monotonic, quasi‐linear average formula. This generalizes Bordley's results.