Participate in our Judgemental Model Selection Experiment!

By | April 19, 2014

We are invit­ing you to par­tic­i­pate in a web-​​based judg­men­tal fore­cast­ing exer­cise. You are asked to select the best model, based on your judg­ment, for 32 time series.

The exer­cise con­sists of four rounds. Each round will con­tain 8 series and will be fol­lowed by a short ques­tion­naire, while dif­fer­ent types of infor­ma­tion will be pro­vided on top of the esti­mated fore­casts for the future peri­ods. Detailed instruc­tions will be given prior to each round. You may com­plete the exer­cise at once (pre­ferred option) or in mul­ti­ple instances. Your progress will be saved and you may resume at your convenience.

At the end of the exer­cise you will be pro­vided with your score. Your final per­for­mance will be cal­cu­lated based on the rank of the mod­els cor­re­spond­ing to your choices, accord­ing to the actual (out-​​of-​​sample) per­for­mance of each model. The par­tic­i­pants within the Top-​​20 will be awarded with Ama­zon Gift Cards (£50 each).

You can access the web-​​based exer­cise here: Forecasting Society

Thank you in advance for your participation!

Fotios Petropoulos and Nikolaos Kourentzes

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