On the statistical differences between binary forecasts and real-world payoffs
Nassim Nicholas Taleb
| Year of publication: |
2020
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|---|---|
| Authors: | Taleb, Nassim Nicholas |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 36.2020, 4, p. 1228-1240
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| Subject: | Forecasting | Heavy tailed distributions | Extreme value theory | Forecasting competitions | Mathematical finance | Prognoseverfahren | Forecasting model | Theorie | Theory | Statistische Verteilung | Statistical distribution | Finanzmathematik | Ausreißer | Outliers | Risikomaß | Risk measure | Prognose | Forecast |
| Description of contents: | Description [doi.org] |