Séminaire Apprentissage


Defensive forecasting

Thursday, May 18, 2006
Speaker(s) : Glenn 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.

More details here …
Javier.Diaz (at) nulllip6.fr