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Monotone methods for equilibrium selection under perfect foresight dynamics

Oyama, Daisuke; Takahashi, Satoru; Hofbauer, Josef - In: Theoretical economics : TE ; an open access journal in … 3 (2008) 2, pp. 155-192

This paper studies a dynamic adjustment process in a large society of forward-looking agents where payoffs are given by a normal form supermodular game. The stationary states of the dynamics correspond to the Nash equilibria of the stage game. It is shown that if the stage game has a monotone...

Persistent link: https://www.econbiz.de/10011700407

Monotone Methods for Equilibrium Selection under Perfect Foresight Dynamics

Oyama, Daisuke; Takahashi, Satoru; Hofbauer, Josef - 2008

Persistent link: https://www.econbiz.de/10014063048

Forecast Dispersion in Finite-Player Forecasting Games

Kim, Jin Yeub - 2017

We study forecast dispersion in a finite-player forecasting game modeled as an aggregate game with payoff externalities … forecast from the average forecast; and with a finite number of agents, the agents can strategically in influence that average … find that when each agent prefers to be close to the average forecast, the presence of strategic manipulation of the …

Persistent link: https://www.econbiz.de/10012972639

What point of a distribution summarises point predictions?

Kröger, Sabine; Pierrot, Thibaud - 2019

the next draw as a forecast. We find that most of the forecasters report point predictions that are close to one of the …

Persistent link: https://www.econbiz.de/10012115998

Comparison of different question formats eliciting point predictions

Kröger, Sabine; Pierrot, Thibaud - 2019

Survey questions that elicit point predictions regarding uncertain events face an important challenge as human forecasters use various statistics to summarise their subjective expectations. In this paper, we take up the challenge and study whether alternative formulations of the questions used...

Persistent link: https://www.econbiz.de/10012115999

A melting pot : gold price forecasts under model and parameter uncertainty

Baur, Dirk G.; Beckmann, Joscha; Czudaj, Robert - In: International review of financial analysis 48 (2016), pp. 282-291

Persistent link: https://www.econbiz.de/10011624523

Strategic coordination in forecasting : an experimental study

Meub, Lukas; Proeger, Till; Bizer, Kilian; Spiwoks, Markus - In: Finance research letters 13 (2015), pp. 155-162

Persistent link: https://www.econbiz.de/10011552469

What Our Market Return Forecasts Really Mean : Convexity in Equity Returns and its Implications for Investment Sizing

Haghani, Victor - 2019

You're probably familiar, at least in passing, with the 'convexity' of long-term bonds - i.e. that yields dropping 1% produce a bigger price move than yields rising 1%. A significant amount of brainpower has gone into understanding all the ramifications of this convexity in the fixed income...

Persistent link: https://www.econbiz.de/10012902324

Oil Price Forecasting Using Gene Expression Programming and Artificial Neural Networks

Mostafa, Mohamed M. - 2018

This study aims to forecast oil prices using evolutionary techniques such as gene expression programming (GEP) and …

Persistent link: https://www.econbiz.de/10012910387

Calibrated Forecasting and Merging

Kalai, Ehud; Lehrer, Ehud; Smorodinsky, Rann - 2012

notions of merging and of calibration, and discusses implications of this equivalence for the literature of forecasting and … system, a forecaster assigns subjective probabilities to future states. The resulting subjective forecast merges to the … forecast is calibrated if observed long-run empirical distributions coincide with the forecasted probabilities. This paper …

Persistent link: https://www.econbiz.de/10014172017