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Quantitative Finance · Glossário

O que é Forecast aggregation?

Definition 26.3 The Desk and the Firm · Capítulo 26 — Culture and Decision-Making

Forecast aggregation combines several forecasters’ probabilities for the same event into one: by averaging the probabilities, by averaging their log-odds, or by averaging the log-odds and multiplying them by a factor above one (extremising) to undo the moderation that averaging produces when the forecasters hold different information.

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