Dean P. Foster
Names
| first: |
Dean |
| middle: |
P. |
| last: |
Foster |
Identifer
Contact
Affiliations
-
University of Pennsylvania
/ Wharton School of Business
/ Statistics Department
Research profile
author of:
- On Optimal Retirement (How to Retire Early) (RePEc:arx:papers:1605.01028)
by Philip Ernst & Dean Foster & Larry Shepp - "Calibeating": Beating Forecasters at Their Own Game (RePEc:arx:papers:2209.04892)
by Dean P. Foster & Sergiu Hart - Smooth Calibration, Leaky Forecasts, Finite Recall, and Nash Dynamics (RePEc:arx:papers:2210.07152)
by Dean P. Foster & Sergiu Hart - Forecast Hedging and Calibration (RePEc:arx:papers:2210.07169)
by Dean P. Foster & Sergiu Hart - A shared-revenue Bertrand game (RePEc:arx:papers:2502.07952)
by Raj Pabari & Udaya Ghai & Dominique Perrault-Joncas & Kari Torkkola & Orit Ronen & Dhruv Madeka & Dean Foster & Omer Gottesman - The Role of the Marketplace Operator in Inducing Competition (RePEc:arx:papers:2503.06582)
by Tiffany Ding & Dominique Perrault-Joncas & Orit Ronen & Michael I. Jordan & Dirk Bergemann & Dean Foster & Omer Gottesman - Being Warren Buffett: A Classroom Simulation of Risk and Wealth When Investing in the Stock Market (RePEc:bes:amstat:v:60:y:2006:m:february:p:53-60)
by Foster, Dean P. & Stine, Robert A. - VIF Regression: A Fast Regression Algorithm for Large Data (RePEc:bes:jnlasa:v:106:i:493:y:2011:p:232-247)
by Lin, Dongyu & Foster, Dean P. & Ungar, Lyle H. - Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy (RePEc:bes:jnlasa:v:99:y:2004:p:303-313)
by Foster D.P. & Stine R.A. - α‐investing: a procedure for sequential control of expected false discoveries (RePEc:bla:jorssb:v:70:y:2008:i:2:p:429-444)
by Dean P. Foster & Robert A. Stine - Hedge Fund Wizards (RePEc:bpj:evoice:v:5:y:2008:i:2:n:1)
by Foster Dean P. & Young H. Peyton - Introduction to Learning in Games: A Symposium in Honor of David Blackwell (RePEc:cla:levarc:2091)
by Dean Foster & David K Levine & Rakesh Vohra - Asymptotic Calibration (RePEc:cla:levarc:468)
by D. Foster & R. Vohra - Stochastic Evolutionary Game Dynamics (RePEc:cla:levarc:493)
by D. Foster & P. Young - Cooperation in the Short and in the Long Run (RePEc:cla:levarc:494)
by Peyton Young & Dean Foster - Calibrated Learning and Correlated Equilibrium (RePEc:cla:levarc:568)
by D. Foster & R. Vohra - Regret in the On-line Decision Problem (RePEc:cla:levarc:569)
by D. Foster & R. Vohra - A proof of Calibration via Blackwell's Approachability Theorem (RePEc:cla:levarc:591)
by Dean P Foster - Regret Testing Leads to Nash Equilibrium (RePEc:cla:levarc:784828000000000676)
by Dean P Foster & Peyton Young - An Operational Measure of Riskiness (RePEc:cla:levrem:843644000000000095)
by Dean Foster & Sergiu Hart - A Markov Test for Alpha (RePEc:ecl:upafin:11-49)
by Foster, Dean P. & Stine, Robert & Young, H. Peyton - A Strategy-Proof Test of Portfolio Returns (RePEc:ecl:upafin:11-50)
by Foster, Dean P. & Young, H. Peyton - Asymptotic Filtering Theory for Univariate ARCH Models (RePEc:ecm:emetrp:v:62:y:1994:i:1:p:1-41)
by Nelson, Daniel B & Foster, Dean P - Continuous Record Asymptotics for Rolling Sample Variance Estimators (RePEc:ecm:emetrp:v:64:y:1996:i:1:p:139-74)
by Foster, Dean P & Nelson, Daniel B - Filtering and forecasting with misspecified ARCH models II : Making the right forecast with the wrong model (RePEc:eee:econom:v:67:y:1995:i:2:p:303-335)
by Nelson, Daniel B. & Foster, Dean P. - Smooth calibration, leaky forecasts, finite recall, and Nash dynamics (RePEc:eee:gamebe:v:109:y:2018:i:c:p:271-293)
by Foster, Dean P. & Hart, Sergiu - Calibrated Learning and Correlated Equilibrium (RePEc:eee:gamebe:v:21:y:1997:i:1-2:p:40-55)
by Foster, Dean P. & Vohra, Rakesh V. - On the Nonconvergence of Fictitious Play in Coordination Games (RePEc:eee:gamebe:v:25:y:1998:i:1:p:79-96)
by Foster, Dean P. & Young, H. Peyton - Introduction to the Special Issue (RePEc:eee:gamebe:v:29:y:1999:i:1-2:p:1-6)
by Vohra, Rakesh & Levine, David K. & Foster, Dean - Regret in the On-Line Decision Problem (RePEc:eee:gamebe:v:29:y:1999:i:1-2:p:7-35)
by Foster, Dean P. & Vohra, Rakesh - A Proof of Calibration via Blackwell's Approachability Theorem (RePEc:eee:gamebe:v:29:y:1999:i:1-2:p:73-78)
by Foster, Dean P. - Cooperation in the long-run (RePEc:eee:gamebe:v:3:y:1991:i:1:p:145-156)
by Peyton Young, H. & Foster, Dean - Learning, hypothesis testing, and Nash equilibrium (RePEc:eee:gamebe:v:45:y:2003:i:1:p:73-96)
by Foster, Dean P. & Young, H. Peyton - Combining multiple probability predictions using a simple logit model (RePEc:eee:intfor:v:30:y:2014:i:2:p:344-356)
by Satopää, Ville A. & Baron, Jonathan & Foster, Dean P. & Mellers, Barbara A. & Tetlock, Philip E. & Ungar, Lyle H. - Learning with Hazy Beliefs (RePEc:els:esrcls:023)
by Dean Foster & Peyton Young - An Operational Measure of Riskiness (RePEc:huj:dispap:dp454)
by Dean P. Foster & Sergiu Hart - A Wealth-Requirement Axiomatization of Riskiness (RePEc:huj:dispap:dp577)
by Dean P. Foster & Sergiu Hart - Smooth Calibration, Leaky Forecasts, and Finite Recall (RePEc:huj:dispap:dp692)
by Dean P. Foster & Sergiu Hart - Forecast-Hedging and Calibration (RePEc:huj:dispap:dp731)
by Sergiu Hart & Dean P. Foster - A Randomization Rule for Selecting Forecasts (RePEc:inm:oropre:v:41:y:1993:i:4:p:704-709)
by Dean P. Foster & Rakesh V. Vohra - Reply to Professor Clemen (RePEc:inm:oropre:v:41:y:1993:i:4:p:802-803)
by Dean P. Foster & Rakesh V. Vohra - An Axiomatic Characterization of a Class of Locations in Tree Networks (RePEc:inm:oropre:v:46:y:1998:i:3:p:347-354)
by Dean P. Foster & Rakesh V. Vohra - On the Impossibility of Predicting the Behavior of Rational Agents (RePEc:jhu:papers:423)
by Dean Foster & H Peyton Young - Asypmtotic Filtering Theory for Univariate Arch Models (RePEc:nbr:nberte:0129)
by Daniel B. Nelson & Dean P. Foster - Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model (RePEc:nbr:nberte:0132)
by Daniel B. Nelson & Dean P. Foster - Continuous Record Asymptotics for Rolling Sample Variance Estimators (RePEc:nbr:nberte:0163)
by Dean P. Foster & Daniel B. Nelson - The Hedge Fund Game (RePEc:nuf:econwp:0801)
by Peyton Young & Dean P Foster - An Information Theoretic Comparison of Model Selection Criteria (RePEc:nwu:cmsems:1180)
by Dean P. Foster & Robert A. Stine - A Proof of Calibration Via Blackwell's Approachability Theorem (RePEc:nwu:cmsems:1182)
by Dean P. Foster - Calibration, Expected Utility and Local Optimality (RePEc:nwu:cmsems:1254)
by Dean P. Foster & Rakesh V. Vohra - Calibration: Respice, Adspice, Prospice (RePEc:nwu:cmsems:1537)
by Dean Foster & Rakesh Vohra - Gaming Performance Fees By Portfolio Managers (RePEc:oup:qjecon:v:125:y:2010:i:4:p:1435-1458.)
by Dean P. Foster & H. Peyton Young - A Dynamic Model for the Forward Curve (RePEc:oup:rfinst:v:21:y:2008:i:1:p:265-310)
by Choong Tze Chua & Dean Foster & Krishna Ramaswamy & Robert Stine - A Strategy-Proof Test of Portfolio Returns (RePEc:oxf:wpaper:567)
by H Peyton Young & Dean P. Foster - An Economic Argument for Affirmative Action (RePEc:sae:ratsoc:v:4:y:1992:i:2:p:176-188)
by Dean P. Foster & Rakesh V. Vohra - Response to Comments (RePEc:sae:ratsoc:v:4:y:1992:i:3:p:368-369)
by Dean Foster & Rakesh Vohra - A strategy-proof test of portfolio returns (RePEc:taf:quantf:v:12:y:2012:i:5:p:671-683)
by Dean P. Foster & H. Peyton Young - Regret testing: learning to play Nash equilibrium without knowing you have an opponent (RePEc:the:publsh:199)
by , P. & , Peyton - "Calibeating": beating forecasters at their own game (RePEc:the:publsh:5330)
by Foster, Dean & Hart, Sergiu - An Operational Measure of Riskiness (RePEc:ucp:jpolec:doi:10.1086/644840)
by Dean P. Foster & Sergiu Hart - Forecast Hedging and Calibration (RePEc:ucp:jpolec:doi:10.1086/716559)
by Dean P. Foster & Sergiu Hart - Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy (RePEc:wop:pennin:01-05)
by Dean P. Foster & Robert A. Stine - On the Impossibility of Predicting the Behavior of Rational Agents (RePEc:wop:safiwp:01-08-039)
by Dean P. Foster & H. Peyton Young