Effective Scoring Rules for Probabilistic Forecasts
研究如何用评分规则来获取和评估概率分布形式的预测，证明球形和二次评分规则在适当距离度量下是有效的，并给出外汇汇率预测的应用实例。
This paper studies the use of a scoring rule for the elicitation of forecasts in the form of probability distributions and for the subsequent evaluation of such forecasts. Given a metric (distance function) on a space of probability distributions, a scoring rule is said to be effective if the forecaster's expected score is a strictly decreasing function of the distance between the elicited and “true” distributions. Two simple, well-known rules (the spherical and the quadratic) are shown to be effective with respect to suitable metrics. Examples and a practical application (in Foreign Exchange rate forecasting) are also provided.