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Tag Archives: information completeness
How prediction markets help forecast consumers’ behaviors — [REPORT]
Forrester Research’s Roxana Strohmenger has been caught red hand sucking up to our Paul Hewitt. Roxana Strohmenger (e-mail me at chrisfmasse at gmail dot com to get a copy of the report): At the end of the day, a prediction … Continue reading →
Posted in All Best Posts Ever, Analysis (Accuracy & Precision), Analysis (Meta), Business, Cases, Collective Forecasting, Collective Intelligence - Wisdom Of Crowds, Consulting, Exchanges & Markets, Forecasting (Science & Practice)
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Tagged Betting, betting markets, Collective Forecasting, Collective Intelligence, derivatives, event derivative markets, event derivatives, forecasting, forecasting efficiency, forecasting precision, information completeness, markets, precision, predicting, prediction efficiency, prediction markets, prediction precision
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2 Comments
Prediction markets are unable to accurately predict long-term outcomes, and they have poor records for accuracy and reliability, all of which are crucial for enterprise adoption.
Paul Hewitt: – How far in advance can prediction markets make accurate predictions? – How will we know the point in time when a prediction is ‘accurate’? – Why are there wildly different predictions of the same outcome in different … Continue reading →
Posted in All Best Posts Ever, Analysis (Accuracy & Precision), Analysis (Industry), Analysis (Market Efficiency), Analysis (Meta), Exchange & Market Designs, Exchange Liquidity, Exchanges & Markets, Market Prices & Probabilities
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Tagged accuracy, bets, Betting, betting exchanges, betting markets, bettors, efficiency, event derivative exchanges, event derivative markets, event derivatives, information completeness, Paul Hewitt, precision, prediction exchanges, prediction markets, reliability, traders
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