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cs.LG2026
Latent-Regime Bias Auditing for Volatility Forecasting
Arthur Chagas, Pedro Bento, Yan Aquino +3
Volatility forecasts are commonly evaluated with aggregate accuracy metrics such as RMSE and MAE, but these metrics can hide conditional failures that matter for risk management. T…
cs.LG2026
Inference-Time Decision Calibration for Temporal Classification
Arthur Chagas, Arthur Buzelin, Yan Aquino +4
Temporal classification errors are often treated as representation failures, but they can also arise from how available evidence is converted into decisions. This paper proposes a…
cs.LG2022
Ensemble pruning via an integer programming approach with diversity constraints
Marcelo Antônio Mendes Bastos, Humberto Brandão César de Oliveira, Cristiano Arbex Valle
Ensemble learning combines multiple classifiers in the hope of obtaining better predictive performance. Empirical studies have shown that ensemble pruning, that is, choosing an app…