Applied Forecasting

We analyze how a benevolent government agency would optimally release information about the growth rate of the stochastic dividend process of the financial market. We investigate the effects of the agency's signal on the agents' optimal strategies and equilibrium asset prices. In the case where a...

Professor Robert Fildes of the Department of Management Science has been appointed an honorary fellow of the International Institute of Forecasters (IIF).

There is a long running debate among forecasting professionals, on whether to use Forecast or Actual in the denominator of your percentage error calculations. The Winter 2009 issue of Foresight had an article by Kesten Green and Len Tashman, reporting on a survey (...