Listar por tema "Learning-to-Forecast Experiment"
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Learning-to-forecast experiment. A simulation approach with genetic algorithm
Universitat Jaume I (2018-07-12)In this work, A Genetic Algorithm (GA) is used to study the behavior in a Learning to Forecast Experiment in which short-term expectations have been elicited. In particular, by using the results from a previous experiment ... -
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment
Springer (2019-03-09)In this paper, we present the results of a Learning-to-Forecast Experiment (LtFE) where we eliciting short- as well as long-run expectations regarding the future price dynamics in markets with positive and negative ...