Showing 2026Show all
3 papers · 1 filter
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.LG2026
Exposure Bias as Epistemic Underidentification in Recursive Forecasting
Riku Green, Zahraa S. Abdallah, Telmo M Silva Filho
Recursive multi-step forecasting is usually framed as distribution shift: models are trained on observed histories but deployed on their own predictions. We show this framing is in…
cs.LG2026
Expectations vs. Realities: The Cost of MSE-Optimal Forecasting Under Conditional Uncertainty
Riku Green, Zahraa S. Abdallah, Telmo M Silva Filho
Multi-step time series forecasting (MSF) is commonly evaluated using point-wise error metrics such as mean squared error (MSE), implicitly treating the conditional mean as a suffic…