The ISF Program Committee welcomes the submission of abstracts for presentations to be given at our annual forecasting symposium. We encourage individuals to organize a session on a specific, unique theme in the field of forecasting. For example, we encourage sessions following the conference theme, Frontiers in Forecasting. Invited sessions will be marked as such on the program and carry a slightly higher status than a contributed session.
The deadline for submitting an invited session is January 31, 2015. For more information and to apply, see here.
The International Institute of Forecasters will grant travel awards to enable individuals from all over the world to attend the International Symposium on Forecasting taking place in Riverside, California, June 21-24th. Criteria for acceptance include the quality of the submission, how helpful attending the conference might be to the applicant's research agenda, and whether or not the paper might be publishable in the International Journal of Forecasting.
The deadline for applications is February 20, 2015. For more information and to apply here.
The Forecasting Financial Markets Conference is scheduled to be held in Rennes, France, from 20 to 22 May, 2015. For those wishing to present, abstracts are due by 13 February. For more information, see the Conferences Page.
The International Symposium on Forecasting will be held in Riverside, California in June 2015. This will be the 35th year of the conference, attracting the world's leading forecasting researchers, practitioners, and students. The International Symposium on Forecasting is recognized for consistently presenting important forecasting research by highly respected experts. We anticipate 300-350 international attendees at the Riverside conference. Through a combination of keynote speaker presentations, academic sessions, workshops, and social programs, the ISF provides many excellent opportunities for networking, learning, and fun.
Speakers for 2015 include:
Joel E. Cohen, The Rockefeller and Columbia Universities, USA
Tilmann Gneiting, Heidelberg Institute for Theoretical Studies, Karlsruhe Institute of Technology (KIT), Germany
Dimitris N. Politis, University of California, San Diego, USA
Barbara Rossi, Universitat Pompeu Fabra, Barcelona GSE and CREI, Spain
Hal Varian, Google; Emeritus Professor, University of California, Berkeley, USA
Important dates:
Invited Session Proposals: 31 January 2015
Abstract Submissions: 16 March 2015
Abstract Acceptance: 31 March 2015
Early Registration Ends: 15 May 2015
For more information, see the conference website.
A new article by Kesten Green and Scott Armstrong presents evidence that complexity increases forecast error. Have they missed any evidence that might challenge that conclusion?
Their article, "Simple Forecasting: Avoid Tears Before Bedtime" proposes that simplicity in forecasting requires (1) method, (2) representation of cumulative knowledge, (3) relationships in models, and (4) relationships among models, forecasts, and decisions are all sufficiently uncomplicated as to be easily understood by decision makers. Their review of studies comparing simple and complex methods has found 93 comparisons in 28 papers. Complexity beyond the sophisticatedly simple failed to improve accuracy in all of the studies and increased forecast error by an average of 32 percent in 21 studies with quantitative comparisons.
The effects are so consistent and substantial that the authors are concerned that they might have overlooked disconfirming evidence. If you know this area, please look at the references in the paper to see if they have overlooked any key studies, and send your suggestions to This email address is being protected from spambots. You need JavaScript enabled to view it.. The paper is available on the simple-forecasting.com page.
