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Record W2045995273 · doi:10.5539/ijef.v4n9p108

A New Approach to Rank Forecasters in an Unbalanced Panel

2012· article· en· W2045995273 on OpenAlexvenueno aff
John E. Silvia, Azhar Iqbal

Bibliographic record

VenueInternational Journal of Economics and Finance · 2012
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsnot available
Fundersnot available
KeywordsRanking (information retrieval)Rank (graph theory)Nonfarm payrollsEconometricsEconomicsPosition (finance)Missing dataPanel dataComputer scienceStatisticsMathematicsFinanceArtificial intelligence

Abstract

fetched live from OpenAlex

This study presents a new approach to ranking professional forecasters in an unbalanced panel. Ranking professional forecasters while not accounting for missing forecasts can lead to arbitrary results particularly depending on the forecasted variable and time period chosen. Here, our focus is on a third, very important but neglected, factor—the missing forecast. This paper identifies some serious issues related to the current methodology of some organizations, here we use the Bloomberg Survey as an example although Bloomberg is not alone with this problem. We re-rank top-10 forecasters of nonfarm payrolls using a new approach which accounts for missing forecasts. For many forecasters, the ranking based on our approach is significantly different than those of Bloomberg’s ranking. For instance, Bloomberg declared Credit Agricole as a winner (rank 1) but the new approach assigned 10th position (rank 10) to Credit Agricole. One major reason of different rankings for a firm is that Credit Agricole did not forecast for all 24 months and it was rewarded in the Bloomberg methodology for being absent in certain months. Our methodology does not reward a forecaster for being absent nor does it penalize a forecaster for submitting a forecast and thereby provides a fairer, more rigorous and accurate ranking. In addition, traditional forecast evaluation criteria, such as, MAE, MSE or RMSE are good for a balanced panel but not accurate for an unbalanced panel. Our approach provides a more rigorous and accurate forecasters ranking for any unbalanced panel.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.547
Threshold uncertainty score0.515

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.082
GPT teacher head0.257
Teacher spread0.175 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2012
Admission routes1
Has abstractyes

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