Chapter 24: Autonomous Agents

Proper Scoring Rules for Financial Event Forecasts intermediate

How to evaluate agent-generated probabilities so that honesty, calibration, and useful discrimination all show up in the score.

How to evaluate agent-generated probabilities so that honesty, calibration, and useful discrimination all show up in the score.

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References

Making and Evaluating Point Forecasts
Tilmann Gneiting — Journal of the American Statistical Association
Machine Learning for Probabilistic Prediction (PhD thesis, VALERY MANOKHIN)
Valery Manokhin (2022)
Error measures for generalizing about forecasting methods: Empirical comparisons
J. Scott Armstrong, Fred Collopy — International Journal of Forecasting
AIA Forecaster: Technical Report
Rohan Alur, Bradly C. Stadie, Daniel Kang, Ryan Chen, Matt McManus, Michael Rickert, Tyler Lee, Michael Federici, Richard Zhu, Dennis Fogerty, Hayley Williamson, Nina Lozinski, Aaron Linsky, Jasjeet S. Sekhon (2025)