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Dean P. Foster

Personal Details

First Name:Dean
Middle Name:P.
Last Name:Foster
Suffix:
RePEc Short-ID:pfo59
[This author has chosen not to make the email address public]
http://gosset.wharton.upenn.edu/~foster/

Affiliation

Statistics Department
Wharton School of Business
University of Pennsylvania

Philadelphia, Pennsylvania (United States)
http://www.wharton.upenn.edu/doctoral/programs/statistics/
RePEc:edi:sdupaus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Raj Pabari & Udaya Ghai & Dominique Perrault-Joncas & Kari Torkkola & Orit Ronen & Dhruv Madeka & Dean Foster & Omer Gottesman, 2025. "A shared-revenue Bertrand game," Papers 2502.07952, arXiv.org.
  2. Tiffany Ding & Dominique Perrault-Joncas & Orit Ronen & Michael I. Jordan & Dirk Bergemann & Dean Foster & Omer Gottesman, 2025. "The Role of the Marketplace Operator in Inducing Competition," Papers 2503.06582, arXiv.org.
  3. Dean P. Foster & Sergiu Hart, 2022. ""Calibeating": Beating Forecasters at Their Own Game," Papers 2209.04892, arXiv.org, revised Oct 2022.
  4. Dean P. Foster & Sergiu Hart, 2022. "Smooth Calibration, Leaky Forecasts, Finite Recall, and Nash Dynamics," Papers 2210.07152, arXiv.org.
  5. Dean P. Foster & Sergiu Hart, 2022. "Forecast Hedging and Calibration," Papers 2210.07169, arXiv.org.
  6. Philip Ernst & Dean Foster & Larry Shepp, 2016. "On Optimal Retirement (How to Retire Early)," Papers 1605.01028, arXiv.org.
  7. Dean P. Foster & Sergiu Hart, 2015. "Smooth Calibration, Leaky Forecasts, and Finite Recall," Discussion Paper Series dp692, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  8. Dean Foster & Rakesh Vohra, 2011. "Calibration: Respice, Adspice, Prospice," Discussion Papers 1537, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  9. Foster, Dean P. & Stine, Robert & Young, H. Peyton, 2011. "A Markov Test for Alpha," Working Papers 11-49, University of Pennsylvania, Wharton School, Weiss Center.
  10. H Peyton Young & Dean P. Foster, 2011. "A Strategy-Proof Test of Portfolio Returns," Economics Series Working Papers 567, University of Oxford, Department of Economics.
  11. Foster, Dean P. & Young, H. Peyton, 2011. "A Strategy-Proof Test of Portfolio Returns," Working Papers 11-50, University of Pennsylvania, Wharton School, Weiss Center.
  12. Dean P. Foster & Sergiu Hart, 2011. "A Wealth-Requirement Axiomatization of Riskiness," Discussion Paper Series dp577, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  13. D. Foster & R. Vohra, 2010. "Regret in the On-line Decision Problem," Levine's Working Paper Archive 569, David K. Levine.
  14. D. Foster & P. Young, 2010. "Stochastic Evolutionary Game Dynamics," Levine's Working Paper Archive 493, David K. Levine.
  15. Peyton Young & Dean Foster, 2010. "Cooperation in the Short and in the Long Run," Levine's Working Paper Archive 494, David K. Levine.
  16. D. Foster & R. Vohra, 2010. "Calibrated Learning and Correlated Equilibrium," Levine's Working Paper Archive 568, David K. Levine.
  17. D. Foster & R. Vohra, 2010. "Asymptotic Calibration," Levine's Working Paper Archive 468, David K. Levine.
  18. Peyton Young & Dean P Foster, 2008. "The Hedge Fund Game," Economics Papers 2008-W01, Economics Group, Nuffield College, University of Oxford.
  19. Dean Foster & Sergiu Hart, 2007. "An Operational Measure of Riskiness," Levine's Bibliography 843644000000000095, UCLA Department of Economics.
  20. Dean P Foster & Peyton Young, 2006. "Regret Testing Leads to Nash Equilibrium," Levine's Working Paper Archive 784828000000000676, David K. Levine.
  21. Dean P. Foster & Robert A. Stine, 2001. "Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy," Center for Financial Institutions Working Papers 01-05, Wharton School Center for Financial Institutions, University of Pennsylvania.
  22. Dean Foster & H Peyton Young, 1999. "On the Impossibility of Predicting the Behavior of Rational Agents," Economics Working Paper Archive 423, The Johns Hopkins University,Department of Economics, revised Jun 2001.
  23. Dean Foster & David K Levine & Rakesh Vohra, 1999. "Introduction to Learning in Games: A Symposium in Honor of David Blackwell," Levine's Working Paper Archive 2091, David K. Levine.
  24. Dean P. Foster & Rakesh V. Vohra, 1999. "Calibration, Expected Utility and Local Optimality," Discussion Papers 1254, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  25. Dean P Foster, 1997. "A proof of Calibration via Blackwell's Approachability Theorem," Levine's Working Paper Archive 591, David K. Levine.
  26. Dean P. Foster & Robert A. Stine, 1997. "An Information Theoretic Comparison of Model Selection Criteria," Discussion Papers 1180, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  27. Dean P. Foster & Daniel B. Nelson, 1994. "Continuous Record Asymptotics for Rolling Sample Variance Estimators," NBER Technical Working Papers 0163, National Bureau of Economic Research, Inc.
  28. Daniel B. Nelson & Dean P. Foster, 1994. "Asypmtotic Filtering Theory for Univariate Arch Models," NBER Technical Working Papers 0129, National Bureau of Economic Research, Inc.
  29. Daniel B. Nelson & Dean P. Foster, 1992. "Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model," NBER Technical Working Papers 0132, National Bureau of Economic Research, Inc.
  30. Dean Foster & Peyton Young, "undated". "Learning with Hazy Beliefs," ELSE working papers 023, ESRC Centre on Economics Learning and Social Evolution.

Articles

  1. Foster, Dean & Hart, Sergiu, 2023. ""Calibeating": beating forecasters at their own game," Theoretical Economics, Econometric Society, vol. 18(4), November.
  2. Dean P. Foster & Sergiu Hart, 2021. "Forecast Hedging and Calibration," Journal of Political Economy, University of Chicago Press, vol. 129(12), pages 3447-3490.
  3. Foster, Dean P. & Hart, Sergiu, 2018. "Smooth calibration, leaky forecasts, finite recall, and Nash dynamics," Games and Economic Behavior, Elsevier, vol. 109(C), pages 271-293.
  4. Satopää, Ville A. & Baron, Jonathan & Foster, Dean P. & Mellers, Barbara A. & Tetlock, Philip E. & Ungar, Lyle H., 2014. "Combining multiple probability predictions using a simple logit model," International Journal of Forecasting, Elsevier, vol. 30(2), pages 344-356.
  5. Dean P. Foster & H. Peyton Young, 2012. "A strategy-proof test of portfolio returns," Quantitative Finance, Taylor & Francis Journals, vol. 12(5), pages 671-683, March.
  6. Lin, Dongyu & Foster, Dean P. & Ungar, Lyle H., 2011. "VIF Regression: A Fast Regression Algorithm for Large Data," Journal of the American Statistical Association, American Statistical Association, vol. 106(493), pages 232-247.
  7. Dean P. Foster & H. Peyton Young, 2010. "Gaming Performance Fees By Portfolio Managers," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(4), pages 1435-1458.
  8. Dean P. Foster & Sergiu Hart, 2009. "An Operational Measure of Riskiness," Journal of Political Economy, University of Chicago Press, vol. 117(5), pages 785-814.
  9. Foster Dean P. & Young H. Peyton, 2008. "Hedge Fund Wizards," The Economists' Voice, De Gruyter, vol. 5(2), pages 1-3, February.
  10. Dean P. Foster & Robert A. Stine, 2008. "α‐investing: a procedure for sequential control of expected false discoveries," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(2), pages 429-444, April.
  11. Choong Tze Chua & Dean Foster & Krishna Ramaswamy & Robert Stine, 2008. "A Dynamic Model for the Forward Curve," The Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 265-310, January.
  12. , P. & , Peyton, 2006. "Regret testing: learning to play Nash equilibrium without knowing you have an opponent," Theoretical Economics, Econometric Society, vol. 1(3), pages 341-367, September.
  13. Foster, Dean P. & Stine, Robert A., 2006. "Being Warren Buffett: A Classroom Simulation of Risk and Wealth When Investing in the Stock Market," The American Statistician, American Statistical Association, vol. 60, pages 53-60, February.
  14. Foster D.P. & Stine R.A., 2004. "Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 303-313, January.
  15. Foster, Dean P. & Young, H. Peyton, 2003. "Learning, hypothesis testing, and Nash equilibrium," Games and Economic Behavior, Elsevier, vol. 45(1), pages 73-96, October.
  16. Vohra, Rakesh & Levine, David K. & Foster, Dean, 1999. "Introduction to the Special Issue," Games and Economic Behavior, Elsevier, vol. 29(1-2), pages 1-6, October.
  17. Foster, Dean P. & Vohra, Rakesh, 1999. "Regret in the On-Line Decision Problem," Games and Economic Behavior, Elsevier, vol. 29(1-2), pages 7-35, October.
  18. Foster, Dean P., 1999. "A Proof of Calibration via Blackwell's Approachability Theorem," Games and Economic Behavior, Elsevier, vol. 29(1-2), pages 73-78, October.
  19. Dean P. Foster & Rakesh V. Vohra, 1998. "An Axiomatic Characterization of a Class of Locations in Tree Networks," Operations Research, INFORMS, vol. 46(3), pages 347-354, June.
  20. Foster, Dean P. & Young, H. Peyton, 1998. "On the Nonconvergence of Fictitious Play in Coordination Games," Games and Economic Behavior, Elsevier, vol. 25(1), pages 79-96, October.
  21. Foster, Dean P. & Vohra, Rakesh V., 1997. "Calibrated Learning and Correlated Equilibrium," Games and Economic Behavior, Elsevier, vol. 21(1-2), pages 40-55, October.
  22. Foster, Dean P & Nelson, Daniel B, 1996. "Continuous Record Asymptotics for Rolling Sample Variance Estimators," Econometrica, Econometric Society, vol. 64(1), pages 139-174, January.
  23. Nelson, Daniel B. & Foster, Dean P., 1995. "Filtering and forecasting with misspecified ARCH models II : Making the right forecast with the wrong model," Journal of Econometrics, Elsevier, vol. 67(2), pages 303-335, June.
  24. Nelson, Daniel B & Foster, Dean P, 1994. "Asymptotic Filtering Theory for Univariate ARCH Models," Econometrica, Econometric Society, vol. 62(1), pages 1-41, January.
  25. Dean P. Foster & Rakesh V. Vohra, 1993. "Reply to Professor Clemen," Operations Research, INFORMS, vol. 41(4), pages 802-803, August.
  26. Dean P. Foster & Rakesh V. Vohra, 1993. "A Randomization Rule for Selecting Forecasts," Operations Research, INFORMS, vol. 41(4), pages 704-709, August.
  27. Dean P. Foster & Rakesh V. Vohra, 1992. "An Economic Argument for Affirmative Action," Rationality and Society, , vol. 4(2), pages 176-188, April.
  28. Dean Foster & Rakesh Vohra, 1992. "Response to Comments," Rationality and Society, , vol. 4(3), pages 368-369, July.
  29. Peyton Young, H. & Foster, Dean, 1991. "Cooperation in the long-run," Games and Economic Behavior, Elsevier, vol. 3(1), pages 145-156, February.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  2. Number of Citations, Weighted by Recursive Impact Factor
  3. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  4. Number of Journal Pages, Weighted by Recursive Impact Factor
  5. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-GTH: Game Theory (5) 2001-02-08 2006-03-18 2022-11-07 2022-11-07 2025-03-17. Author is listed
  2. NEP-MIC: Microeconomics (4) 1999-05-10 2006-03-18 2022-11-07 2025-03-17
  3. NEP-EVO: Evolutionary Economics (3) 2000-10-18 2001-09-26 2007-06-23
  4. NEP-IND: Industrial Organization (3) 1999-05-10 2000-10-05 2025-03-17
  5. NEP-ECM: Econometrics (2) 2001-07-23 2011-10-09
  6. NEP-FOR: Forecasting (2) 2016-02-23 2019-12-02
  7. NEP-AGE: Economics of Ageing (1) 2016-05-08
  8. NEP-CMP: Computational Economics (1) 2001-07-23
  9. NEP-COM: Industrial Competition (1) 2025-03-17
  10. NEP-FMK: Financial Markets (1) 2008-03-25
  11. NEP-HPE: History and Philosophy of Economics (1) 2010-12-18
  12. NEP-IAS: Insurance Economics (1) 2001-07-23
  13. NEP-PKE: Post Keynesian Economics (1) 2016-05-08
  14. NEP-RMG: Risk Management (1) 2011-10-09

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