Evaluation and Ranking of Market Forecasters
26 Pages Posted: 3 Apr 2017 Last revised: 22 Jul 2017
Date Written: May 31, 2017
We develop 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.
Keywords: Marker forecasters ranking; Guru ranking; Market forecast
JEL Classification: G0, G1, G2, G15, G24, E44
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