SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Knightian Forecasting: Mathematical Models of Ambiguity and the Limits of Probabilistic Prediction
16 references·0 citing·41 second hop
Knightian Forecasting: Mathematical Models of Ambiguity and the Limits of Probabilistic Prediction (2026)Knightian Forecasting: Mathematical Model…Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Statistical and Machine Learn…Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Strictly Proper Scoring Rules…Robustness (2007)RobustnessChapter 4 Forecast Combinations (2006)Chapter 4 Forecast Combinatio…Ambiguity Aversion, Robustness, and the Variational Representation of Preferences (2006)Ambiguity Aversion, Robustnes…A Smooth Model of Decision Making under Ambiguity (2005)A Smooth Model of Decision Ma…Robust Portfolio Rules and Asset Pricing (2004)Robust Portfolio Rules and As…Differentiating ambiguity and ambiguity attitude (2004)Differentiating ambiguity and…Recursive multiple-priors (2003)Recursive multiple-priorsKnightian decision theory. Part I (2002)Knightian decision theory. Pa…Ambiguity, Risk, and Asset Returns in Continuous Time (2002)Ambiguity, Risk, and Asset Re…Robust Control and Model Uncertainty (2001)Robust Control and Model Unce…Principles of Forecasting (2001)Principles of ForecastingMaxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Subjective Probability and Expected Utility without Additivity (1989)Trusting the Stock Market (2005)Theory and Applications of Robust Optimization (2010)Theory and Applications of Robust Optimization (2011)The Combination of Forecasts (1969)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Combining forecasts: A review and annotated bibliography (1989)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Implications of rational inattention (2003)Comparing Predictive Accuracy (1994)Evaluating Interval Forecasts (1998)Probabilistic Forecasts, Calibration and Sharpness (2007)Making and Evaluating Point Forecasts (2011)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Construct validity in psychological tests. (1955)Technical Change and the Aggregate Production Function (1957)Time Series Analysis: Forecasting and Control. (1978)Consensus measurement in Delphi studies (2012)Forecasting: theory and practice (2022)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Another look at measures of forecast accuracy (2006)N-BEATS: Neural basis expansion analysis for interpretable time series forecasting (2019)The M4 Competition: 100,000 time series and 61 forecasting methods (2019)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Risk Aversion in the Laboratory (2008)Sensitivity analysis: A review of recent advances (2015)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 2007Strictly Proper Scoring Rules, Prediction, and Estimation5,848 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 2001Principles of Forecasting1,930 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 2018Statistical and Machine Learning forecasting methods: Concerns and ways forward1,659 cited
  • 2001Robust Control and Model Uncertainty1,349 cited
  • 2006Chapter 4 Forecast Combinations1,318 cited
  • 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences1,139 cited
  • 2002Ambiguity, Risk, and Asset Returns in Continuous Time1,073 cited
  • 2004Differentiating ambiguity and ambiguity attitude915 cited
  • 2003Recursive multiple-priors868 cited
  • 2004Robust Portfolio Rules and Asset Pricing784 cited
  • 2002Knightian decision theory. Part I564 cited
  • 2007Robustness430 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Cited by

No citing works inside the corpus for this window.