Preface

Forecasting: Lecture Notes

Preface
1 Course Overview
2 Why Care About Forecasting?
3 Scoring Rules
4 Estimation 101
5 Zeroth and First Order Forecasting
6 Base Rates and Reference Classes
7 The “Other” Option
8 Reading - The Inner Game of Forecasting
9 Combining Forecasts (Part 1)
10 Combining Forecasts (Part 2)
11 Common Probability Distributions
12 Prioritizing Information
13 Turning Considerations Into Probabilities
14 Numerical Methods for Combining Considerations
15 Cognitive Biases
16 Independence Assumptions
17 Independence Assumptions (Part 2)
18 Beliefs Across Time
19 Information Hygiene
20 Kelly Betting
21 Regression to the Mean and Statistical Traps
22 Predictions Affecting Outcomes

Table of contents

Preface

Forecasting: Lecture Notes

Author

Rahul Shah, Jacob Steinhardt

Published

February 28, 2024

Preface

This book contains the lecture notes for the class STAT 157/260: Forecasting.

1 Course Overview