Machine Forecast Disagreement
收藏NBER2023-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w31583
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资源简介：
We propose a statistical model of heterogeneous beliefs where investors are represented as different machine learning model specifications. Investors form return forecasts from their individual models using common data inputs. We measure disagreement as forecast dispersion across investor-models
提供机构：
美国国家经济研究局
创建时间：
2023-08-01
