scholarly journals Bayesian aggregation of two forecasts in the partial information framework

2016 ◽  
Vol 119 ◽  
pp. 170-180 ◽  
Author(s):  
Philip Ernst ◽  
Robin Pemantle ◽  
Ville Satopää ◽  
Lyle Ungar
Keyword(s):  
Partial Information ◽  
Information Framework ◽  
Bayesian Aggregation

scholarly journals GKW representation theorem under restricted information: An application to risk-minimization

2014 ◽  
Vol 14 (02) ◽  
pp. 1350019 ◽  
Author(s):  
Claudia Ceci ◽  
Alessandra Cretarola ◽  
Francesco Russo
Keyword(s):  
Representation Theorem ◽  
Existence And Uniqueness ◽  
Partial Information ◽  
Contingent Claims ◽  
Uniqueness Of Solution ◽  
Risk Minimization ◽  
Hedging Strategies ◽  
Available Information ◽  
Information Framework

We provide Galtchouk–Kunita–Watanabe representation results in the case where there are restrictions on the available information. This allows one to prove the existence and uniqueness of solution for special equations driven by a general square integrable càdlàg martingale under partial information. Furthermore, we discuss an application to risk-minimization where we extend the results of Föllmer and Sondermann, Hedging of non-redundant contingent claims, to the partial information framework and we show how our result fits in the approach of Schweizer, Risk-minimizing hedging strategies under restricted information.

scholarly journals Partial information framework: Model-based aggregation of estimates from diverse information sources

2017 ◽  
Vol 11 (2) ◽  
pp. 3781-3814 ◽  
Author(s):  
Ville A. Satopää ◽  
Shane T. Jensen ◽  
Robin Pemantle ◽  
Lyle H. Ungar
Keyword(s):  
Information Sources ◽  
Partial Information ◽  
Model Based ◽  
Framework Model ◽  
Information Framework

Evidence for using partial information to reconstruct dates of events

1991 ◽  
Author(s):  
Charles P. Thompson ◽  
John J. Skowronski ◽  
Andrew L. Betz
Keyword(s):  
Partial Information
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