英文标题：
《The Wisdom of a Kalman Crowd》
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作者：
Ulrik W. Nash
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最新提交年份：
2019
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英文摘要：
The Kalman Filter has been called one of the greatest inventions in statistics during the 20th century. Its purpose is to measure the state of a system by processing the noisy data received from different electronic sensors. In comparison, a useful resource for managers in their effort to make the right decisions is the wisdom of crowds. This phenomenon allows managers to combine judgments by different employees to get estimates that are often more accurate and reliable than estimates, which managers produce alone. Since harnessing the collective intelligence of employees, and filtering signals from multiple noisy sensors appear related, we looked at the possibility of using the Kalman Filter on estimates by people. Our predictions suggest, and our findings based on the Survey of Professional Forecasters reveal, that the Kalman Filter can help managers solve their decision-making problems by giving them stronger signals before they choose. Indeed, when used on a subset of forecasters identified by the Contribution Weighted Model, the Kalman Filter beat that rule clearly, across all the forecasting horizons in the survey.
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中文摘要：
卡尔曼滤波器被称为20世纪统计学中最伟大的发明之一。其目的是通过处理从不同电子传感器接收的噪声数据来测量系统的状态。相比之下，管理者在努力做出正确决策时，一个有用的资源是群体的智慧。这种现象使管理者能够综合不同员工的判断，得到比管理者单独做出的估计更准确、更可靠的估计。由于利用员工的集体智慧和过滤来自多个噪声传感器的信号似乎是相关的，因此我们研究了使用卡尔曼滤波器对人的估计进行过滤的可能性。我们的预测表明，而我们基于专业预测者调查的结果表明，卡尔曼滤波器可以帮助管理者解决决策问题，在他们做出选择之前给他们发出更强的信号。事实上，当使用贡献加权模型确定的预测者子集时，卡尔曼滤波器在调查的所有预测范围内都明显优于该规则。
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分类信息：

一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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一级分类：Economics 经济学
二级分类：General Economics 一般经济学
分类描述：General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
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一级分类：Quantitative Finance 数量金融学
二级分类：Economics 经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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