Do financial gurus produce reliable forecasts?

Title: Do financial gurus produce reliable forecasts?
Creator: Bailey, David H.; Borwein, Jonathan M.; Salehipour, Amir; López de Prado, Marcos
Relation: Jonathan M. Borwein Commemorative Conference. Proceedings From Analysis to Visualization (Newcastle, Australia 25-29 September, 2017) p. 255-274
Publisher Link: http://dx.doi.org/10.1007/978-3-030-36568-4_17
Publisher: Springer
Resource Type: conference paper
Date: 2020
Description: 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.
Subject: marker forecasters ranking; guru ranking; market forecast
Identifier: http://hdl.handle.net/1959.13/1435149
Identifier: uon:39623
Identifier: ISBN:9783030365677
Language: eng
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