3 papers
cs.LG2026
Deployment-Side Adaptiveness in Multi-Horizon Volatility Forecasting
Riku Green, Zahraa S. Abdallah, Telmo M Silva Filho
In financial forecasting, predictive performance depends not only on which model is trained, but also on how the trained model is deployed. We study this issue in multi-horizon vol…
cs.LG2025
Epistemic Error Decomposition for Multi-step Time Series Forecasting: Rethinking Bias-Variance in Recursive and Direct Strategies
Riku Green, Huw Day, Zahraa S. Abdallah +1
Multi-step forecasting is often described through a simple rule of thumb: recursive strategies are said to have high bias and low variance, while direct strategies are said to have…
cs.LG2024
Stratify: Unifying Multi-Step Forecasting Strategies
Riku Green, Grant Stevens, Zahraa Abdallah +1
A key aspect of temporal domains is the ability to make predictions multiple time steps into the future, a process known as multi-step forecasting (MSF). At the core of this proces…