The effectiveness of imprecise probability forecasts

Article Abstract:

A study determined the feasability of algorithimically deriving precise probability forecasts from imprecise ones, specifically probability intervals and probability intervals with second-order probability distributions. The probability intervals without distributions tended to be narrower due to motivational bias, while external correspondence was revealed to be a factor for obtaining precise forecasts. Theexpectation approach also performed better than the minimum cross-entropy method.

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Modelling the absolute returns of different stock indices: exploring the forecastability of an alternative measure of risk

Article Abstract:

Research is presented describing the study of risk assessment for financial models and stock indexes to determine absolute return forecasts.

Indexes, Indexes (Information retrieval), Stock index futures, Least absolute deviations (Statistics)

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Predicting daily probability distributions of S&P500 returns

Article Abstract:

Research is presented examining the forecasting methods used to determine returns of S&P500 distribution.

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