政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/118873
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文笔数/总笔数 : 113656/144643 (79%)
造访人次 : 51721193      在线人数 : 633
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜寻范围 查询小技巧：
  • 您可在西文检索词汇前后加上"双引号"，以获取较精准的检索结果
  • 若欲以作者姓名搜寻，建议至进阶搜寻限定作者字段，可获得较完整数据
    •  进阶搜寻


    请使用永久网址来引用或连结此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/118873


    题名: Predicting the failures of prediction markets: A procedure of decision making using classification models
    作者: Tai, Chung-Ching
    Lin, Hung-Wen
    Chie, Bin-Tzong
    童振源
    Chen-YuanTung
    贡献者: 國家發展研究所
    关键词: Combining forecasts;Support vector machine;Decision trees;Principal component analysis;Discriminant analysis;Imbalanced data;Oversampling;SMOTE
    日期: 2018-06
    上传时间: 2018-07-24 17:27:37 (UTC+8)
    摘要: Prediction markets have been an important source of information for decision makers due to their high ex post accuracies. Nevertheless, recent failures of prediction markets remind us of the importance of ex ante assessments of their prediction accuracy. This paper proposes a systematic procedure for decision makers to acquire prediction models which may be used to predict the correctness of winner-take-all markets. We commence with a set of classification models and generate combined models following various rules. We also create artificial records in the training datasets to overcome the imbalanced data issue in classification problems. These models are then empirically trained and tested with a large dataset to see which may best be used to predict the failures of prediction markets. We find that no model can universally outperform others in terms of different performance measures. Despite this, we clearly demonstrate a result of capable models for decision makers based on different decision goals.
    關聯: International Journal of Forecasting
    数据类型: article
    DOI 連結: https://doi.org/10.1016/j.ijforecast.2018.04.003
    DOI: 10.1016/j.ijforecast.2018.04.003
    显示于类别:[國家發展研究所] 期刊論文

    文件中的档案:

    档案 描述 大小格式浏览次数
    04003.pdf832KbAdobe PDF2693检视/开启


    在政大典藏中所有的数据项都受到原著作权保护.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 回馈