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題名:影響預測準確度之因素與判定預測準確度之模型
作者:林鴻文
校院名稱:國立政治大學
系所名稱:經濟學系
指導教授:童振源
Chen-yuan Tung
陳樹衡
Shu-Heng Chen
學位類別:博士
出版日期:2013
主題關鍵詞:選舉預測市場鑑別模型預測準確率邊際交易者最適門檻
原始連結:連回原系統網址new window
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從過去的研究顯示,預測市場(prediction market)已有良好預測準確率,但該準確率是事後、總體的機率概念,而非更有實際參考價值:事前、個別合約之鑑別預測。故本文先以建構4個選舉預測市場準確度的鑑別模型,在選前針對每一個選舉合約的交易價格進行鑑別,模型的鑑別資訊來自於,預測市場在選前一天提供選舉合約的40個原始自變數。我們的研究顯示:Logit鑑別模型最能在「選前」精準判斷,並可分辨哪些選舉合約的價格,在未來將符合「最高價」準則。本文前半部先以:2008年總統選舉、2009年縣市長選舉及2010年五都市長選舉,做為樣本外測試的樣本,使用原始自變數的Logit模型,其預測力均高於其他3個鑑別模型。Logit模型樣本外的鑑別正確準確率為100%,但是,Logit模型對於鑑別未正確預測組的預測能力仍須改善。最後,本文再使用全部「非選舉」和選舉類別的合約,成功建構預測市場的最適價格門檻,作為判定預測事件是否發生的標準,可將事件發生的機率預測(probabilistic forecasting),轉換成事件發生與否的類別預測(categorical forecasting),作為公共政策與企業決策的重要依據。
I. 中文部分
童振源、林馨怡、林繼文、黃光雄、周子全、劉嘉凱、趙文志(2009)。〈臺灣選舉預測:預測市場的運用與實證分析〉,《選舉研究》,第16卷,第2期,頁131-166。new window
童振源、周子全、林繼文、林馨怡(2011a)。〈2009 年臺灣縣市長選舉預測分析〉,《選舉研究》,第18卷,第1期,頁63-94。new window
童振源、周子全、林繼文、林馨怡(2011b)。〈選舉結果機率之分析:以2006年與2008年臺灣選舉為例〉,《臺灣民主季刊》,第8卷,第3期,頁135-159。new window


II. 外文部分
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