Séminaire Apprentissage
Defensive forecasting
Thursday, May 18, 2006Glenn SHAFER (Rutgers Business School, USA - University of London, UK)
Building on the game-theoretic framework for probability formulated in my 2001 book with Vladimir Vovk, I explain how to make sequential probability forecasts that pass a given battery of well-behaved statistical tests. In particular, it is possible to make forecasts that are calibrated and have good resolution.
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Javier.Diaz (at) nulllip6.fr