论文标题
预测对冲和校准
Forecast Hedging and Calibration
论文作者
论文摘要
校准意味着预测和平均实现的频率接近。我们开发了预测对冲的概念，该概念包括选择预测，以确保预期的往绩只能改善。这通过相同的简单基本参数产生了所有校准，同时通过所使用的预测对冲工具区分它们：确定性和固定点基于随机点和基于自随机点和最小值。额外的贡献是对连续校准的改进定义，从长远来看，随之而来的游戏动力学会产生NASH均衡，以及针对二进制事件的新校准预测过程，比所有已知过程都更简单。
Calibration means that forecasts and average realized frequencies are close. We develop the concept of forecast hedging, which consists of choosing the forecasts so as to guarantee that the expected track record can only improve. This yields all the calibration results by the same simple basic argument while differentiating between them by the forecast-hedging tools used: deterministic and fixed point based versus stochastic and minimax based. Additional contributions are an improved definition of continuous calibration, ensuing game dynamics that yield Nash equilibria in the long run, and a new calibrated forecasting procedure for binary events that is simpler than all known such procedures.
