金融专家能做出可靠的预测吗?

D. Bailey, J. Borwein, A. Salehipour, Marcos M. López de Prado
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引用次数: 1

摘要

许多投资者在做投资决策时依赖市场专家和预测者,比如何时买入或卖出证券。对市场预测者进行排名和评级为投资者提供了指标,他们可以根据这些指标选择预测者,这些预测者在特定的市场敞口中具有最佳的准确性记录。本研究发展了一种新的排名方法来对市场预测者进行排名。特别是,我们根据预测的特殊性来区分预测,而不是认为所有的预测和预测同样重要,我们还分析了特定预测者所做的预测数量的影响。我们将我们的方法应用于一个数据集,其中包括68位预报员做出的6627项预测。
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Do Financial Gurus Produce Reliable Forecasts?
Many investors rely on market experts and forecasters when making investment decisions, such as when to buy or sell securities. Ranking and grading market forecasters provide investors with metrics on which they may choose forecasters with the best record of accuracy for their particular market exposure. This study develops a novel ranking methodology to rank the market forecaster. In particular, we distinguish forecasts by their specificity, rather than considering all predictions and forecasts equally important, and we also analyze the impact of the number of forecasts made by a particular forecaster. We have applied our methodology on a dataset including 6,627 forecasts made by 68 forecasters.
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