Forecasting
Lecturer: Jaime Sevilla
Date: 19-09-2019
Time: 17:00
Place: Room 113 (1st floor, Faculty of Mathematics UCM)
Abstract: In this interactive workshop we will learn how to make precise predictions through a 50 min long exercise.
We will walk through:
- Definining precise forecasting problems
- Estimating a base rate using reference classes and basic statistical modelling
- Adjusting base rates with inside knowledge
- Evaluating forecasting performance using proper scoring rules
No previous knowledge is required. The talk will be in English.
Bibliography
- Philip E. Tetlock & Dan Gardner, Superforecasting: The Art and Science of Prediction. Crown Publishing Group New York, NY, USA. 2015