1 citations · 1 across the 4 of their papers we have counts for
4 papers
Source Exclusion in Regime-Gated Forecasting: A Cross-Market Audit of Equity-Factor Predictability
Chorok Lee
A source variable can enter a forecast through both lag coefficients and an estimated regime gate. Removing its lag block therefore differs from excluding its information throughou…
Diagnosing Conformal Prediction Failures Under Distribution Shift: A COVID-19 Case Study
Chorok Lee
Conformal prediction provides distribution-free coverage guarantees, but these degrade under distribution shift - and practitioners lack tools to anticipate which deployed models w…
Role Support in Knowledge-Graph Error Ranking: Predictor Regimes and Evaluation Policies
Chorok Lee
When do role-specific training counts improve knowledge-graph error ranking? We evaluate fifteen from-scratch predictors, nine development-selected continuation stages, and six fix…
Return-Decay Residuals and Tail-Risk Forecasting: Timing Artifacts, Conditional Inference, and Cross-Market Evidence
Chorok Lee
Can residuals from fitted return-decay curves predict future factor tail losses, and do they measure crowding? We distinguish economic edge, overlapping performance statistics, and…