V
Victor Richmond R. Jose
Researcher at Georgetown University
Publications - 34
Citations - 1091
Victor Richmond R. Jose is an academic researcher from Georgetown University. The author has contributed to research in topics: Quantile & Expected utility hypothesis. The author has an hindex of 13, co-authored 31 publications receiving 778 citations. Previous affiliations of Victor Richmond R. Jose include Duke University.
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Simple robust averages of forecasts: Some empirical results
TL;DR: This article showed that moderate trimming of 10-30% or Winsorizing of 15-45% of the forecasts can provide improved combined forecasts, with more trimming or winsorizing being indicated when there is more variability among the individual forecasts.
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Forecasting: theory and practice
Fotios Petropoulos,Daniele Apiletti,Vassilios Assimakopoulos,Mohamed Zied Babai,Devon K. Barrow,Souhaib Ben Taieb,Christoph Bergmeir,Ricardo J. Bessa,Jakub Bijak,John E. Boylan,Jethro Browell,Claudio Carnevale,Jennifer L. Castle,Pasquale Cirillo,Michael P. Clements,Clara Cordeiro,Clara Cordeiro,Fernando Luiz Cyrino Oliveira,Shari De Baets,Alexander Dokumentov,Joanne Ellison,Piotr Fiszeder,Philip Hans Franses,David T. Frazier,Michael Gilliland,M. Sinan Gönül,Paul Goodwin,Luigi Grossi,Yael Grushka-Cockayne,Mariangela Guidolin,Massimo Guidolin,Ulrich Gunter,Xiaojia Guo,Renato Guseo,Nigel Harvey,David F. Hendry,Ross Hollyman,Tim Januschowski,Jooyoung Jeon,Victor Richmond R. Jose,Yanfei Kang,Anne B. Koehler,Stephan Kolassa,Nikolaos Kourentzes,Nikolaos Kourentzes,Sonia Leva,Feng Li,Konstantia Litsiou,Spyros Makridakis,Gael M. Martin,Andrew B. Martinez,Andrew B. Martinez,Sheik Meeran,Theodore Modis,Konstantinos Nikolopoulos,Dilek Önkal,Alessia Paccagnini,Alessia Paccagnini,Anastasios Panagiotelis,Ioannis P. Panapakidis,Jose M. Pavía,Manuela Pedio,Manuela Pedio,Diego J. Pedregal,Pierre Pinson,Patrícia Ramos,David E. Rapach,J. James Reade,Bahman Rostami-Tabar,Michał Rubaszek,Georgios Sermpinis,Han Lin Shang,Evangelos Spiliotis,Aris A. Syntetos,Priyanga Dilini Talagala,Thiyanga S. Talagala,Len Tashman,Dimitrios D. Thomakos,Thordis L. Thorarinsdottir,Ezio Todini,Juan Ramón Trapero Arenas,Xiaoqian Wang,Robert L. Winkler,Alisa Yusupova,Florian Ziel +84 more
TL;DR: A non-systematic review of the theory and the practice of forecasting, offering a wide range of theoretical, state-of-the-art models, methods, principles, and approaches to prepare, produce, organise, and evaluate forecasts.
Journal ArticleDOI
Scoring Rules, Generalized Entropy, and Utility Maximization
TL;DR: This paper generalizes the two most commonly used parametric families of scoring rules and demonstrates their relation to well-known generalized entropies and utility functions, shedding new light on the characteristics of alternative scoring rules as well as duality relationships between utility maximization and entropy minimization.
Journal ArticleDOI
Evaluating Quantile Assessments
TL;DR: This work investigates the properties of a linear family of scoring rules that are intended specifically for quantile assessment (including the assessment of multiple quantiles) and can be related to a realistic decision-making problem.
Journal ArticleDOI
Trimmed Opinion Pools and the Crowd's Calibration Problem
TL;DR: Empirical evidence is presented that trimmed opinion pools can outperform the linear opinion pool, using probability forecast data from U.S. and European Surveys of Professional Forecasters.