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Hybrid Forecasting of Geopolitical Events

• jruohonen 3y ago
  "We found that skilled forecasters who had access to machine-generated forecasts out-performed those who only viewed historical data. We also demonstrated the inclusion of machine-generated forecasts in our aggregation algorithms improved performance, both in terms of accuracy and scalability." Either way, things went sour with the forecasts of recent major geopolitical events. Nevertheless, it is interesting that the best performing models were good old ARIMA and a state-space model.