Goldstein, M. and Seheult, A. H. (2008) 'Prior viability assessment for Bayesian analysis.', Journal of statistical planning and inference., 138 (5). pp. 1271-1286.
Abstract
We address the problem of determining whether the cost of a proposed Bayesian analysis is likely to be justified by the potential benefit. A method is described for identifying the likely order of magnitude benefits from the analysis, and this approach is applied to an example concerning trading on the sugar market.
| Item Type: | Article |
|---|---|
| Keywords: | Bayes linear analysis, Commodity trading, Preposterior analysis, Price forecasting, Random walk, Temporal sure preference, Value of analysis. |
| Full text: | Full text not available from this repository. |
| Publisher Web site: | http://dx.doi.org/10.1016/j.jspi.2007.04.023 |
| Record Created: | 15 Feb 2008 |
| Last Modified: | 08 Apr 2010 16:36 |
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